I am encountering the same problem in ArcGIS 10 on Windows XP. If I double-click on a tool in ArcToolbox, I get the error message: "Navigation to the webpage was cancelled." Two pdf files automatically open (MdDlgHelp.pdf, MdDlgContent.pdf), the first of which contains the help information for the tool. When I close them, I am prompted to "save changes."
I just installed Service Pack 3 and it has not resolved the issue. I do not encounter this problem on my other workstation, which is running ArcGIS 10 SP2 on Vista.
Thanks,
Sarah