For the first time when you open a chm file, it asks for permission. Uncheck it, i.e., let Windows don't ask again. If this didn't solve the problem, right click on the file and go to the properties at the bottom of the menu, then click on the Unblock at the bottom of the General tab. If again you have the problem, after right click and properties, instead of the General tap go to Details tab, and at the bottom, click on Remove Properties and Personal Information, then at what opens choose "Create a copy with all possible properties removed". You will have a copy of the file at the same folder you saved your chm file. Hopefully the new copy of the file works. Good luck!
Частично решил проблему. Можно закрывать тему