If it is your plan to stand over the shoulder of each user and give running verbal instructions while they sit before your software, then by all means skip the writing of any online help or other user documentation. But if you plan on having a life, make it easier by including usage support right in the application. These are not the bad old days where you had to provide your own method of online help display, or dig through the Windows API library to find the function that linked to the help file. This is .NET! It has all the help features you need built right in.
Crafting compiled HTML files is not too difficult with the HTML Help Workshop tool. But if you will work on any sizeable help file, or if you want to add enhanced features consistently, you should think about plunking down a few hundred dollars on a third-party help development tool.