The Gateway OEM version of Windows XP has a redirection of an inquiry to the Microsoft website that sends you to the Gateway built in help screen.
I need to find a wayto disable this link or at least work around it once in a while.
I'd suggest this workaround, navigate to the website you want to get to, in IE not help and support center, and add it in your favorites list. Sounds like Gateway's mucked around with the basic help and support center in XP somewhat and created some dead links. I clicked on the link you provided and it came up as a dead link for me.
If you want to edit the help and support Center to give you a viable link, then you'll need to find out where they made the change and fix it. I don't have a clue where that might be.