theres dis really good software pdf995...u can get it at
www.pdf995.com
it downloads 2 files install both
after that, u can convert anything wich can be printed...in the printers list there will be one called PDF995 and this will create a pdf n save where u want it to
if the .chm doesnt have a print option, then wat u can do is take a screenshot with PRINTSCREEN or using other software like GrabClipSave (which is also free)
and then open those screenshots and print them using pdf995 to a pdf file
hope this helps..