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The new URL of this post is http://khason.net/blog/how-to-merge-help-files-to-appear-inside-visual-studio/]
How many times after an installation of some SDK, you saw, that nothing has been merged into Visual Studio help. You press F1 and nothing happens? What to do? Actually, the answer is really stupid. You should go into Visual Studio Documentation (Programs->Visual Studio [number]->Visual Studio [number] documentation), go to Index and set filter by property to (unfiltered) and then look for collection manager->help
There you will find all help files installed in your system and now, you can merge (or unmerge) them manually by marking relevant checkboxes and clicking "Update VSCC" button.
This is really simple, but for me it looks a bit strange, that in order to do it, you should not go to any of options, but search into help context. However, this is the real live 🙂
Declaimer: this is not internal or private information of Microsoft Corporation. You can reference to online MSDN library to find small information pieces about this issue. Here one of such pieces (look for note section)