Where can I download HxComp.exe?

HxComp.exe is Help2 2 compiler from Microsoft. Here are the links where you can download it.

For VS .NET 2002 it is part of VSHIK 2002 (Visual Studio Help Integration Kit v2.1).

For VS .NET 2003 it is part of VSHIK 2003.

For VS 2005 it is part of Visual Studio 2005 SDK (formerly the VSIP SDK) which contains the Help 2 SDK. This download requires free registration.