SET HELP-DIR directory  -  define where the help files are
Usually:     /usr/local/lib/mm/help

HELP-DIR defines the directory containing the help files that you see 
  when using the help command in MM.  The file you are reading now is
  /usr/local/lib/mm/help/VARS.DIR/help-dir.HLP.

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show

