First, welcome to the forum, grasshopper.
I'll bet you a cookie that you moved the CHM from the
successful desktop to another via a network, or attached to an
email. Microsoft introduced a set of security measures a while back
that cause CHM files to be "disabled" if transferred or viewed over
a network.
Easy to fix. On the problem desktop(s), in Windows Explorer,
right-click on the chm file, and from the right-click menu, select
properties. The Properties window contains a General tab - on that
tab, look toward the bottom and you'll find an Unblock button.
Click on the button, close out of the properties window, and try to
access the chm again. Chances are good you'll be all set.