In general, if you are trying to use What's This? pop-ups from an application as a navigation tool, HTML pop-ups are much too slow unless your application is written in HTML or already has embedded HTML that has activated the browser. If your application can't "pre-activate" the browser, you should think seriously about using WinHelp What's This? pop-ups linked to your HTML or HTML Help files.
On the other hand, if you already have the browser running, HTML popups work just fine. They may not look quite like WinHelp pop-ups (they do have title bars), but they can be made to act enough like popups to be useful.
To create an HTML pop-up, first create the window opening function and then open the pop-up.
It's up to the pop-up to close itself. The previous two links used a button for this. You can also create an auto close pop-up which acts almost like a WinHelp pop-up.
The links so far have all loaded HTML files. If you are working exclusively with Internet Explorer, you could load a topic from an HTML Help (.chm) file instead.
If you don't want to have a bunch of HTML files, and the pop-ups won't have much text, you can create a self closing text only pop-up or a button closing text only pop-up. You can check out the source for this page or open the function definition file to see the code that does this. It's inspired by JohnDaigle's examples.