Why don't my Headings appear as I expect?
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HtmlHelp and WinHelp expect certain rules to be used with Contents. For example, you cannot have a Topic as the parent of another Topic. Only Headings can have Topics or Headings below them.

In WinHelp, the last entry in a tree cannot be a Topic, if there are Headings above it. A silly rule, but one the MS made originally and we have to live with it.