Create a folder for storing the JSP help files, such as C:\JSPHelp\ (the ItemPrefix option in the *.hkh file must be updated if using a different folder),
Create the sub folders servlet\2.2\javadoc inside the C:\JSPHelp\ folder,
Download servlet-2_2-doc.zip to the new folder, but don't extract the *.zip file at this point,
Extract files in the servlet-2_2-doc.zip file into the C:\JSPHelp\servlet\2.2\javadoc\ folder (make sure that "Use folder names" or similar option is checked when extracting the *.zip file to preserve the directory structure),
The following folders should now appear under C:\JSPHelp\ : C:\JSPHelp\servlet\2.2\javadoc\javax C:\JSPHelp\servlet\2.2\javadoc\javax\servlet C:\JSPHelp\servlet\2.2\javadoc\javax\servlet\http C:\JSPHelp\servlet\2.2\javadoc\javax\servlet\jsp, and
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