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Update: Our friends at Autodesk have released an official CHM for both MXS and SDK!
Get it here: http://usa.autodesk.com/adsk/servlet/item?siteID=123112&id=16707768
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With this tool you can transcode the offline HTML help into a CHM for personal use.
Remember, while these tools are freeware the resulting CHM is still a copyrighted work and you cannot distribut that without permission, so keep the CHM to yourself.
Needed:
-The offline maxscript help files: http://images.autodesk.com/adsk/files/maxscript-2013-help.zip