I just downloaded the file you are referring to. Once you unzip it, the resulting directory contains:
readme.pdf
readme.txt
readme.doc
XP DevMgr Error Codes.txt
The 'readme.txt' file contains the following :
"The Windows XP Device Manager Error Codes Help file contains descriptions and troubleshooting tips for 32 Windows XP Device Manager error codes. Because many antivirus programs automatically filter out CHM files, we have renamed the XP DevMgr Error Codes.chm file to XP DevMgr Error Codes.txt for this download. Once you download and unzip the file you will need to rename the .txt file to XP DevMgr Error Codes.chm. Then simply double-click the .chm file and you'll be off and running."
The 'readme.pdf' file and the 'readme.doc' file both contain the SAME instructions.
I think, if you rename the file as directed, your problem will be solved.
As the old saying goes - 'RTFM'.
Stalwart advice usually given in the Education field.