Microsoft has an HtmlHelp Authoring tool that can create chm files from html files.
If you need help files both on the Internet and in deployed applications, creating help from the same files that are used on the Internet can be a great solution. If the help site was created using asp.net (that is, using a database), perhaps it is worth using the basic styles and creating a tool for generating html files by reading on served pages?
Have a look: http://msdn.microsoft.com/en-us/library/ms524239(VS.85).aspx
I think it would be possible to additionally create a PDF file from HTML pages?
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