1. Windows doesn’t have an Unlock or Unblock or Unclock button. Never has had.
1a. Some of the Help is available. Some isn’t. This clearly has nothing to do with the .chm file being locked or blocked or …
2. I did download EmEditor free from a reputable site: http://www.download.com
OK. Which topics did you click on when you see the error message? It might be simply because the link is broken.