"...and before you even extract the file..."
Right-click on the extracted ImportOM.API.chm help file and get properties.
On the General tab at the bottom you may see a Security message:
This file came from another computer and might be blocked to help protect this computer.
Click the Unblock button, and you will be able to see the content.
Note: If you have issues opening the help document then you may need to unblock it's content. You can do this by right clicking on the file, selecting the properties option and then clicking the Unblock button on the properties form.