Placing help file link in \Windows\Help directory

Workaround is to create your .lnk file without the “.lnk” extension. This link file needs to be in the PocketPC link file format which is:
numberOfCharactersInTargetFilePath#TargetFilePath

Now put this file in the \Help folder of your cab file project and then rename it to .lnk

If you now notice the cab file, you will see that the lnk file will be placed in the %HelpDir% directory