Select "Project | HtmlHelp Compiler Options" and click on the "Popups" tab to get to this feature. Html Active Popups are a very nice alternative to plain text popups. They support images, links and formatting. But, you need to distribute an ActiveX called "KeyHelp.ocx" with your CHM file, and install and register it with Windows. i.e. copy it to your users ..\windows\system folder and run this command:-

  regsvr32.exe  keyhelp.ocx

and it is registered. If you are installing your application with your help file then you can get your installer to take care of this. This is the only drawback of using this kind of popup. A couple of other points about using the Html ActiveX route:-

You can control the width of the Popup, but not the length, which should be fine in most cases. To close a Html ActiveX popup, you need to click outside of it, rather than inside it.

Below is an example of an Html ActiveX Popup in action:-