The name of the VS Help page where you could plug/unplug collections from VS help was this in VS 2003
ms-help://MS.VSCC.2003/VSCCCommon/cm/!CollectionManager.htm

In VS 2008 (v9) help...  Still called Collection Manager but now has a GUID for a filename.
 * Collection = MS.VSCC.v90 -- Title = "dv_vscccommon"
 dv_vscccommon/local/collectionmanager.htm

If I open help.. In the Index tab is an item "collection manager, Help" that takes you right to that page.