Windows Help doesn't work.

It sounds like you have lost the file association for .HLP files.

Go into windows explorer and go under View->Options then the File Types tab. Find HLP in the list of Registered File Extensions and click Edit. Delete everything under Actions and then click New. Set the Action to Open and the Application set to \winhelp.exe, or if you don't know the path browse to it.

Some shareware applications will change this if they are a help editor or help replacement application.

install your win95 tour and windows help located in your windows setup in the add/remove applet choose accessories then details you can see both the win95 tour guide and your windows help check these two then click apply it will prompt you to put your w95 setup cdrom.

The fact that you are running WIN95a could be a factor in how the application works,does not sound like the help feature was complete at the time of release and the release of Win95b,came with a updated version.Try the microsoft web site to reference www.microsoft.com/support/WIN95a
and see if this issue has come up.