(This has been tested on Ubuntu 9.04)(chm was developed by Microsoft Corporation)
Answer:
STEP 1
- At the top left corner of the Ubuntu Desktop click on Application->Add/Remove

STEP 2
- In the search box type in ‘chm’ to search for chm reader applications.
- Select CHM Viewer in the list and mark the checkbox next to it.

STEP 3
- Click on the ‘Apply Changes’ button to install CHM Viewer (Make sure you have Internet Connectivity).

STEP 4
- Double click on your chm file and it should open with CHM Viewer.