For testing purposes, the Help button options for MessageBox.Show will NOT work in the form Load event. They will, however, work in the form Shown event. As an example, the following line of code will pop up the Paint help file if run from the Shown event, but will do nothing if run from the Load event.
MessageBox.Show("Text", "Caption", MessageBoxButtons.YesNo, MessageBoxIcon.None, MessageBoxDefaultButton.Button1, 0, "mspaint.chm")