If your main application extends a JFrame and you have an icon image set for this frame using the 'setIconImage' then it's straight forward. Instantiate your help to display within your current frame object using 'this'. The following code is an example only and is not final, but you'll get the idea...
HelpSet hs = null;
HelpBroker hb = null;
try
{
URL hsURL = HelpSet.findHelpSet(null, "url to my help");
hs = new HelpSet(null, hsURL);
hb = hs.createHelpBroker();
}
catch (Exception ee)
{
System.out.println("HelpSet "+hs+" can not be found");
return;
}
((DefaultHelpBroker)hb).setActivationWindow(this);
hb.setDisplayed(true);