Kristian Vlaardingerbroek email@example.com added the comment:
This might be non-fixable:
HTML Help 1.x does not compile the Unicode characters. Meaning that in the search and index views you'll get garbage. For the rest of the rendering IE is used which does render the correct characters.
There is support in HTML Help 2.x but as far as I can see that is only available as a component in Visual Studio and not included with a default Windows installation.