I solved the problem!
The search couldn' t perform because RH didn't create the JavaHelpSearch files on my system. I didn't find the reason why, but I solved the problem by a work around with a batch file that is linked to the jhindexer. After generating the help set I create the JavaHelpSearch files by using this batch file.
Thanks to Peter for his information on his JavaHelp page. I already knew this page before, when searching for information about javahelp.
If you have any problems with the javahelp you may also find useful information on the javahelp.java.net/ site and in the javahelp tutorial http://download.java.net/javadesktop/javahelp/jhug.pdf.
Marion