Tables and Borders in Help Files - Help Authoring Site
Unfortunately table borders are not supported by Microsoft Help Compiler. Even with the new compiler (HCW/HCRTF), Microsoft have not fixed this!
I stress the inability to do table borders is entirely down to Microsoft!
However, there is an undocumented feature in EasyHelp/Web that will convert the tables to pictures and therefore the borders will appear.
There are some problems with this approach (again down to the way Word works) that you should be aware of:
Anyway you could try using the command and see what it looks like.
In EASYHELP.INI add the following to the [Help Format] section
Another approach that may be suitable is to simulate the table by putting a Horizontal line at the top of each cell. The table then looks a little more like a table.