Need help on help

I just upgraded from VB2005 Express to VS2005 Pro & now I have a little problem.  When working on a program in Express, I could put the cursor on a word & hit F1 & get help on that method or namespace.  When I do it in VS Pro it always says Information Not Found.  Does the Pro version include built-in help or do I have to install MSDN?  I am still learning VB so I rely on this help feature a lot.  If anyone can help me get this working again I would really appreciate it.  Thanks...