Two things to try:
1) Fix disk permissions (use Disk Utility).
2) Quit Help Viewer, then throw out the file com.apple.helpui.plist, in /Users/<YourUserName>/Library/Preferences/com.apple.helpui.plist
I was having the same problem, and by searching these boards, I found that it was caused by the fact that I attempted to adjust the font size in Help Viewer (the commands are under the "Edit" menu). Apparently it's a bug in Help Viewer - adjust the fonts so they're readable, and you can't follow the links. Catch-22. Throw out the preferences (or edit them properly), though, and the font size readjusts and you can follow the links to pages with equally unreadable tiny type.
My guess is that disk permissions is your problem, but if Disk Utility doesn't do the trick, try Step 2.
Evan Evanson