I've been seeing this on a Windows XP machine for several months now. The reference screens can be very, very slow to load, and Max6 crashes if you attempt to close the screen before it loads. On the same machine, Max5 displays documentation almost immediately.
I hope the details of your report help in tracking down this bug. It's made Max6 unusable for new users here.
yes xp and the new max help don't like each other. someone told me that, beside similar things that have been posted above, max6 creates no scrollbar for the inner reference window so that he's using the online help at the moment.
I fixed it by upgrading internet explorer from version 6 (ouch - I only use firefox so it had just sat there the last ten years) to version 8. It's still slow to load the first time but bareably so and more importantly it renders correctly.
So my advice to you newdendrite and 11olsen is try upgrading your IE.