Meh... I don't like the fact that Sonar's "Help" files defaults to the online docs either. I remember it seriously screwing me up when I first got going too because my system was offline (intentionally).
The default really should be to the local files with a popup that explains a) there is online documentation available and b) it is more up to date.
Just having it as default means LOTS of new users are gonna get boned/confused when they really are trying to do the right thing (by which I mean R-ing TFM).
I had to come here to the forum to learn about the "Use Offline Doc" setting which is in a shizzy place for a n00b to be looking for or expected to find on his/her own.
Fortunately this forum IS a pretty wicked helpful/friendly place but we also have to remember that intertubey forums can be extremely intimidating for those not used to them (or even more so sometimes for those that ARE used to them).
I was a little concerned myself about stickin' my D in these waters at first because... well... look at the other tech forums. They can be VICIOUS. I was quite pleased that was not true here but still.
Whatever. The Help file should not default to online is my point. Absolutely counterproductive setup IMO.