Please try the following:
Run Windows Explorer, right-click on the CHM file,
and select Properties from the popup menu.
Click on the Unblock button immediately below the Advanced button on
the General page (there should be one available). Click Apply to show the content.
Once the CHM file has been unblocked, the Unblock button disappears.
the Telerik team
Check out Telerik Trainer
, the state of the art learning tool for Telerik products.