How do I add a Help system to my WinForms project?

Question

I have pretty much completed work on a Winforms application, and would like to add a Help feature for users. I cannot send users to a website, and am thinking along the lines of the kind of help you get when you click on Help in IE (or hit F1). I believe this is compiled html or something, but am not sure what tools are available to assist in building this kind of thing, or how many options are out there.

Anyway, how about some suggestions?