Solution : https://service.sap.com/sap/support/notes/120841 (SAP Service marketplace login required)
Key words : 
additional key words, error occurs depends, /dcom/dcom1_2/download, additional microsoft products, prerequisites internet explorer 3, internet explorer 3, office products, internet explorer 4, microsoft dcom95, htmlhelpfileinternet explorer 3
Related Notes : 
       
| 115686 | Update of HTML Help Controls to Version 1.32 | 
| 101481 | Collective note: Application help and R/3 library | 
| 30460 | SAP GUI: Compatibility with different SAP Systems |