this error message below
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The information you are trying to access could not be found. Various events could have caused this error.
You have chosen to use local Help only, and the topic could not be found in local Help.
This error can be caused when local Help has not been installed or only a subset of local Help was installed.
On the Tools menu, click Options.
Expand Help and then click Online

Visual C# Express Help complaining that I am not online
JLundgren
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Links to topics that aren't part of the MSDN Library for Visual Basic Express Editions (a subset of the full MSDN Library) will display the Information Not Found page. The workaround is to use the Search functionality to get to the topic.
The topic "Troubleshooting Visual Basic Express" http://msdn2.microsoft.com/library/ms172574(en-US,VS.80).aspx explains this; there is no equivalent topic for C# Express but the information applies to both.
Hope this helps,
Steve Hoag