You can't. When you use Start / Help, Explorer (the Shell), runs
%SystemRoot%\System32\WinHlp32.exe which opens

By replacing the Windows.hlp with an inconsequential help file, you have essentially disabled Start / Help.

Download (from the Zero Administration Kit)
and copy the unzipped ZAK.HLP to %SystemRoot%\System32\Windows.hlp.
When a user clicks Start / Help, they will receive:

Zero Administration Kit Message

The standard Windows NT 4.0 online Help has been disabled by your administrator.