At its most basic level, context-sensitive Help can be a Help button on a dialog box.
To view the Help topic for the entire dialog box, the user can simply click the Help button. There's no longer any need to search through an entire Help file. The jump to the correct topic is automatic and painless.
This method works well in most situations, but it has one drawback. Suppose the dialog box has a large number of text boxes, drop-down list boxes, command buttons, etc. The Help for that screen can rapidly exceed the space provided for by one Help screen (and Help topics that fill more than one Help screen are harder to read).