Hi AnnieTechWriter and welcome to our community
Are you running the .CHM off a network drive in Vista? If so,
I would think the same rules apply there as with other versions of
Windows.
Click
here to read more about that.
Assuming you aren't, have you tried right clicking the .CHM
and looking at the properties? Maybe it's treating it like XP does
when you download one from the web. If you do that, you normally
have to right-click and look at the properties and click a button
labeled "Unblock".
Cheers... Rick