For some, the Help system in OS X Lion is slow and buggy. DEVONthink Pro Office help is merely a set of html files. For easier access to DTPO help, use this link in your browser. You can also use the link to create a bookmark in DTPO, but to do that copy the URL and use Data > New > Bookmark to make the bookmark manually, since the DEVONthink clipper won’t make bookmarks from .htm files.
The URL for other varieties of DEVONthink can be found if you browse the DEVONthink app package.