Do not include sound files on your help pages without a good reason. For instance, if your application is a sound recording system, it may be appropriate. Keep writing tight, explanations concise, and procedures accurate but without turning a help system into something only an expert can use. Gear your writing toward those users who want to accomplish something. Procedures before concepts when you must choose.
Limit steps to a single action.
While it isn't a problem to say click OK and then click Exit, anything more complex should be on its own line. Number each step a user must perform. Present steps in the order in which users must perform them. Begin each step with an imperative verb, such as enter, click, press, and so on. This tells the user immediately what they're expected to do.