Web config ek_helpDomainPrefix setting : http://documentation.ektron.com/cms400/v[ek_cmsversion]/reference/Web/
Please Install the Help files or change key value of "ek_helpDomainPrefix" in the web.config to "http://documentation.ektron.com/cms400/v[ek_cmsversion]/reference/Web/"
Also verify that the domain specified is correct and the requested Url is valid.