I'm not much familiar with MS Windows (I'm more oriented in Unix like systems) but I think, that Eclipse is just calling some OS service for showing help content and this service is based on IE - which is standard part of MS Windows. Anyway, good to hear that you fixed it!
Your firewall settings is probably blocking http server on localhost (on my machine running on port 65473). Other possibility is that there is missing part of installation on your machine, you can try re-install.
