See the link for screenshots and links to the tools.

http://thoughtpad.net/alan-dean/cs-xml-documentation.html

Essentially, you need to tell Visual Studio to generate an XML file with documentation, then use a separate tool to create a help file (usually .chm) out of that XML file. The tool to use is MS's Sandcastle. You'll also want a GUI for Sandcastle, which would be Sandcastle Help File Builder.

Generate help file documentation for .NET projects from XML code comments

Net, help

C#