You need a contents.xml file at the top-level directory of your Help system. It should look something like this:
<?xml version="1.0" encoding="UTF-8"?>
<contents>
<entry title="Introduction" url="introduction.html"/>
<entry title="About the HelpViewX module" url="about.html"/>
<entry title="Using the HelpViewX module file" url="usingmodulefile.html"/>
<entry title="Writing Help files" url="writinghelp.html"/>
<entry title="Reference" url="reference/reference.html">
<entry title="OpenHelpX" url="reference/openhelpx.html"/>
<entry title="CloseHelpX" url="reference/closehelpx.html"/>
<entry title="Contents XML file example" url="reference/contentsxml.html"/>
<entry title="Index XML file example" url="reference/indexxml.html"/>
</entry>
</contents>
Note that the 'Reference' section files are in a sub-directory and the Contents xml reflects this by making another level. You don't need to do this but it gives good structure to a big help system.