It's funny that you mention that. I was considering writing up an article on that very subject because, depending on OS and configuration, endlessly forgetting where what files go.
As for the reports, they are in a database file and can't be edited directly by end users. What you want is to start with the downloadable extensions on the website. That's where all the code is. See the articles:
http://www.personalstockmonitor.com/developing-custom-s...
http://www.personalstockmonitor.com/developing-custom-s...
Go to Tools->Extensions and see if you have the one you want to work on installed. If it is, uninstall it. Put the code in a text file and use the INSTALL button on the Tools->Extensions dialog to re-install the extension with any changes you've made. It's actually quite easy. The code is commented and as I mentioned there's an entire article describing how to write a report extension.
As for the chm file problem, I'm not sure. I'll have to pass that one on to Anatoly (I'm a unix/linux guy myself and do all the server software). When I do script development I just use the documentation in the browser.
If you have any questions, just post them here or if you'd like to chat one on one we can schedule a time to chat in CollabInvest.
As for snow, yea, we got a light dusting:

A light dustring of snow