Download this tool and convert any Java API downloaded from the java.sun.com into Windows Help format, the advantage of this is that you can use the inbuilt Search facility that comes along with Windows help, all the other advantages of windows help.
Also, you can use hh.exe with the Java API reference HTML help files to view the Java API HTML reference files. hh.exe is the MS help viewer; it is installed in the Windows directory. I have created a shortcut on my Windows
desktop with the following as the target C:/WINNT/HH.EXE C:/jdk1.2.2/docs/api/index.html. Now I can easily browse through the Java API HTML reference.