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.