In an email Khaled said he wasn't sure how to do that with the help compiler he has. Also, it'd take a hell of a lot of work to anchor the whole help file, so don't get your hopes up.
Well, I guess my next suggestion has already been answered then... but:
Maybe it would be a good thing to drop the HLP help format and change to the new CHM format. Both offer free tools to work with them (compilers, workshops, etc.).