bitflipper
I gather shortcuts to all my help files in a \music\docs folder...

I've set up a toolbar in the Windows 7 taskbar that contains links to all the help files and manuals, so they're always quickly available.  The links in the toolbar can be set up in a hierarchy by putting the links in different folders.
 
I've only recently discovered the utility of these taskbar toolbars and now use them almost exclusively to get at my programs.  With a bit of fiddling, you can get them to be centered at the bottom of a large screen.

Thanks for all the helpful replies folks.
 
I've never heard of taskbar toolbars, I'll take a look.
 
I've got all PDF documents (manuals and help files) that I'm aware of in a folder which I shortcut to on the desktop.  There are doubtless some/others I've missed though.
 
I actually quite like the old Windows compiled help format (.chm) files. I think there's a DLL you can install to allow Win 7 to read them, but it's a shame that they've fallen out of favour.