Help window shows up at wrong desktop

Hi,

I have been having trouble with help files and multi desktops. I used
FourDesktops (http://www.download.com/FourDesktops...-10699388.html)
to create new desktops, but help windows (for example, "Help and Support"
from start menu) always show up on the default desktop.
At first I thought that's FourDesktops' problem, so I wrote a
simple program to create and switch (using CreateDesktop() and
SwitchDesktop() APIs) to a non-default desktop, I got same result. Looks
like Vista's help system doesn't recognize desktops? Is this a bug?
Is there a KB I can install to fix this?