/ Published in: C#
Essentially, you need to tell Visual Studio to generate an XML file with documentation, then use a separate tool to create a help file (usually .chm) out of that XML file. The tool to use is MS's Sandcastle. You'll also want a GUI for Sandcastle, which would be Sandcastle Help File Builder.
URL: http://thoughtpad.net/alan-dean/cs-xml-documentation.html