SAP Help Menu issue

Okay I've got a strange problem at work. I was wondering if anyone works at a company that uses SAP?? Because this is an SAP or Windows issue. well, basically I have now 2 users that when they are using SAP Help Menu they get the following error message that I have attached. It's almost like its not linking up with Internet Explorer with the help files. I've patched IE, reset the default settings to match those on another PC that SAP - Help is working. I've removed Temporary Internet Files. These 2 users need the help menu in SAP. I've talked to our SAP basis people who say its a windows issue, not related to SAP. Has anyone come across this problem in SAP?