When specifying the File name help setting of a part, do not specify a drive or path. Instead place the file in a directory specified in, for OS/2, the HELP environment variable of the config.sys file. For Windows, it's the PATH environment variable of the config.sys file. And, for UNIX systems, it's the DTHELPUSERSEARCHPATH environment variable. Otherwise, the user of your application will have to install the help file in exactly the same drive and directory you specify in the help settings.
You also should not specify a file extension. VisualAge automatically uses the default help file extension for the platform the application is running on.