I am also having trouble downloading the user guide. Adobe Reader tried to open it but there is an error. I suppose it did not finish downloading. I cannot locate the temporary file it used so I can delete it and try again.
I too was unable to download the user guide from FTM help, getting only an error message. However, I was able to download it directly from http://web009.myheritage.com/public/manuals/manual_en.html, and thought I would leave this message in case anyone else was looking for the link to the PDF manual.