Well it doens't work for me either. Guess the cause is the way this document has been compiled. So the only way to get this working, is to convert the CHM and then compile again.
Ok while you converted the CHM to PDF, I have converted the CHM to original HTML source and edited the some pages then compiled the whole back to CHM.
Also I have embedded the Sylex 3.01b DLL inside the CHM, just like I did with sources in the AUM1-50 Download Sylex 3.0.1 beta4 DLL + English & German CHM helpfile here!
Remember I only edit the pages so they would link like they should and embedded the dll inside the chm document. However those 'little' errors in the code are not fixed. There are wait(1) missing and functions not named properly. For most programmers (i hope), these errors are pretty straight forward to resolve.
From what i've read on the forums the creator of Sylex, XeXeS is working on version 4 of Sylex. So perhaps for those who don't have time to find and fix all errors in this version, it's better to wait until Sylex4 is released.