If you've ever downloaded a CHM documentation file and received a "Navigation to the webpage was canceled" message or sometimes just a blank page for the content, you need to Unblock the CHM file before opening it. There was a security improvement introduced in Windows Vista, and there's no clear message as far as why you are getting the error message or blank page.
Here's what it looks like when your CHM file is not yet unblocked:
To fix this, simply right-click on the CHM file in file explorer and select the Properties menu item:
Then, click the Unblock button at the bottom of the properties page:
Now you can open the file and will see the page content in the file: