"Thanks, I've checked this file on other system - Windows 2000 - and made sure that this file works fine. I think, it was bug of Windows XP. May be, this is because of IE6 (in Windows XP)? In Windows 2000 I have IE v5.5."
The issue is only with XP with SP2. When using IE on XP with SP2, Microsoft "protects" you from downloaded content. It is NOT a bug. It is just what Microsoft did. Please read the notice on http://www.php.net/download-docs.php ... "If you are using Microsoft Internet Explorer under Windows XP SP2 or later and you are going to download the documentation in CHM format, you should "unblock" the file after downloading it, by right-clicking on it and selecting the properties menu item. Then click on the 'Unblock' button. Failing to do this may lead to errors in the visualization of the file, due to a Microsoft bug."