David,

Assuming you're running OS X this means that

~/Library/Documentation/Help/Help Center
(where ~ is your Home directory)
is missing.

Or if you're launching Help from a specific application it means that that application's help files are missing. Applications Helps files are stored either in the Application bundle itself (not likely to be deleted unless you delete the application) or in /Library/Documentation/

It's the end of the day so I won't be able to go further than this. I'll check back this weekend.

I can't seem to make mine come back either (i tested by moving it to the desktop) Maybe copy the file of another user?

Clicking the Home button in Help should take you to the main Help page (it may take a few moments. And go there each time after unless launched from a specific application.

If you are running OS 9 it means:

1. Make sure the Apple Guide extension is installed in the Extensions folder, or is turned on in the Extensions Manager control panel.
2. Make sure the computer has enough memory to load the Apple Guide extension. Even if the Apple Guide extension is installed it may not load if there is not enough memory installed in the computer. This may be the case if you start up the computer from a CD-ROM disc with virtual memory turned off.

Thanks alot Jon, the files weren't missing. I have since made a clean install of OSX. Thanks again.