This is among the most disruptive aspects of Mac OS X, especially for switchers: the Help window that stays on top of all the other windows, no matter what. I cannot understand why this is the default behavior. Good news, however, from Macworld:
Fortunately, it’s possible to switch the Help Viewer to what’s called Dev Mode, which makes its window behave like any other window in OS X—if you switch to another app, the Help Viewer will recede into the background.
Hooray for Mac OS X Hints, or more precisely, its reader vczilla, for figuring out how to change this to sensible behavior. I saw it there, and Macworld reposted it to reach a wider audience.