D2010 help files integration

According to the install file that I downloaded yesterday, the process is as follows:

Delphi 2010
Execute : RegHelp2 /i TMSPackdRS2010W.hxx
Pardon my ignorance, I'm a hobbyist here.  How exactly do I do that?

I'd recommend to use the automatic installer, this will install the help file for you without the need for any additional steps. If there is a need to install this manually, start a command prompt in windows, navigate to the folder where you downloaded the help and execute this command line.