There is more than one way to solve this problem.
HTML Help is implemented as a DLL and is, therefore, always in-process. It terminates when the process that creates it terminates. To keep HTML Help around, the process that creates it must stay around.
One way to do this is to create an executable (.exe) file that calls HTML Help. This .exe file should stay running until HTML Help is closed by the user. You will also have to implement a method for communicating between this .exe file and the executable file of your program.
Another solution is to load your title under Hh.exe. If you WinExec your title, then the standard Windows file association code will load it using Hh.exe and it will remain running until the user closes Hh.exe.