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Unfortunately there has never been a way I'm aware of to configure things so that all books are expanded when the help loads up. As you are using the Microsoft CHM viewer to view the content, it would require re-writing the CHM viewer to behave differently. That's Microsoft territory and they haven't really put any effort into updating the CHM viewer in a few years.
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Thanks for your reply, Rick!!! I guess Microsoft better get on the ball and update their CHM viewer!