Delphi 3.0 doesn't find Delphi help file

I have Delphi 3.0 and installed all in the default paths. When I press
F1 in the source code or I choose an option from the help menu Delphi
says "The file Delphi3.hlp was not found. Do you want to search

Even when I search myself Delphi sometimes gives an error.

What's wrong?

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