Windows Help

I am not sure what newgroup this should have gone in but  here goes:  I am
trying to make a Windows Help file (.chm) that contains a Java Applet.  Does
anyone know if this is possible?  It is needed because Windows help does not
display an image well but JAva will.  We ar eusing software that takes a Wor
d
document and turns it into HTML and then turns it into a Windows help file.
The place where the applet should appear shows up with a gray box but there
is nothing inside of it.  That implies to me that an applet can work but the
help file cannot find the applet to load it.  Can anyone verify if applets
will work inside a help file?
Thanks