Excel VBA 2003 Help Menu

When I search for items in the Excel VBA Help system it will return a list of
items, many of which do not function as hyperlinks. For example I have
noticed that any help topic that has "(Visual Basic for Applications)" in the
title will not work. If I click on it nothing happens, it won't pull up the
topic in the window on the right that discusses that function. For some
reason, it seems that everything I wish to learn about is broken in the help
menu. I am doing these searches in the VBA editor.

Just an example: I search for "Loop"; one of the results is called
"Do...Loop Statement (Visual Basic for Applications)" IfI click on that, it
will do nothing at all.

Is there something that I haven't installed?