vs2008 express help problem

I installed vs2008 express without problem. I have registered the product.
I made a project and it runs ok. I did F1 on the word "Class" and the proper
help page showed up. Help browsing worked ok for various items of
information. (Hence, help is installed, and Add/Remove programs confirms the
installation of "MSDN Library for Microsoft Visual Studio 2008 Express
Editions"). But, when I tried to get to the .NET Framework Class Library
Reference, I get a general error page that says "Information Not Found".
What do I need to do to see the Class Library Reference?

Some text from the error page is included below:

Information Not Found

The information that you are trying to access could not be found. Various
events could have caused this error.

Broken links
No topic in Local Help
No F1 Help topic available
Online Help is not available
Help has not been installed
Online Help cannot be accessed because the proxy server cannot authenticate
the user
To report this error, visit the MSDN Product Feedback Center.
A cross-reference link in the body of a topic is broken.