Here is what you need to do

1. Make all the Controls that you want a context sensitive Help Id property On
2. WinHelp(pWnd->m_hWnd, AfxGetApp()->m_pszHelpFilePath, HELP_CONTEXTMENU,(DWORD)(LPVOID)m_nHelpIDs);

m_nHelpIDs are the IDs of the control

Also you need to build the hlp file with the m_nHelpIDs included.

Thanks
Shabbir Bhimani