This was a problem that affected a few Adobe products a while back (resolved January 2008). The answer, in my case, was to download and install an updated ahclient.dll:
"Help content does not open in Photoshop Elements 6, Premiere Elements 4, or Audition 3"
Click the link in the page to download.
I'm not sure, but the fix might also be included in the 3.0.1 update patch:
It was a bit of a struggle to find this fix. It isn't on the updates page for Audition. I had to trawl through my correspondence at the time to find it.
I hope that this helps.
Excellent ! Thanks Steve :-)
I tried the 3.0.1 patch 1st, but that did not work. Getting an updated ahclient.dll was the key to success.
I have other Adobe products where help worked so I subsequently checked the dates of ahclient.dll on those apps
and sure enough, Audition was out of date. ahclient.dll dated 2/13/08 worked.
Once again Tahnks for your efforts (and for saving your correspondences).