Same path to python31.chm.
I presume color difference is due to difference selections in
Display Properties / Appearance tab.

When I left- or right-click on upper-left icon as depicted in screen
capture, choices are move, resize, ...., close, About HTML Help. No
Versions. Result of selecting last is popup window

About Microsoft HTML Help. 
Html Help Control Version 5.2.3790.4110
Copyright blah blah

Ditto for right-click on entry in task bar as bottom of screen.

Other programs use the same control.

We are obviously running different 'help' programs. WinHelp versus HTML
Help? I wonder if it has anything to do with vendor customization. My XP
Home is from HP. However, wife's machine from Dell with XP Pro uses the
same version of same control for help with various programs also.

My machine does have winhelp.exe (with pure ? icon instead of ? and
page) and winhelp32.exe (with ? on book cover icon), but they are not
listed in programs / accessories. Latter does not recognize python31.chm
as a help file. The former looks for .hlp files.