To resolve the problem, download and apply this REG fix startmenuhelp.reg from windowsxp.mvps.org

The last section of the REG file recreates the HELPCTR.EXE App Paths value. You can also create the HELPCTR.EXE App Paths manually.

NOTE:  If Windows is installed in a different path, edit the REG file in Notepad and change the App Paths value accordingly.