My first attempt to write help files for Excel macros gave me an error
for some time. Finally solved it so thought I'd post it here for
others.

I made a CHM file using HTML Help Workshop. It opened fine from
Explorer, but if I tried opening from an Excel VBA function using
Application.Help, a blank Help window would open for 10 seconds, then I
would get an 'Out of Memory' error.

I tried writing a second small CHM for testing and it worked fine.
Compared all the settings; they were identical. Finally found out that
the problem was with the name of the file itself: It contained spaces.
Removed them and it started working.

Application.Help works with spaces in the folder names but not in the
name of the CHM file.