You can view the HtmlHelp error log from the "Project | View Error Log | HtmlHelp Error Log" menu. Some entries can be ignored and some need to be dealt with.
HHC5003: Error: Compilation failed while compiling http:\www.MyDomain.com.
The following files were not compiled:
The above error occured when the "Home" button of the main window was set to "http://www.MyDomain.com". Nothing wrong with that is there? Well the compiler complains, but it compiles fine and it works fine. So this one can be ignored.