Help Context sensitive help

When I assign a Help file to the Project and put a (valid) value in the
HelpContext member of the main form, run the app and press F1 I get a Help
Popup rather than the help file being opened with the page of my choice.
E.g. if you press F1 in Borland cpp Builder the help file opens at a certain
page and that's what I also would like instead of just getting a popup ?

Can I change this and how ?
Is there a chance to make it selectable, e.g. some objects a popup and some
objects a complete page in the help file ?