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LaTeX is an extension (or “macro package”) to the TeX typesetting system. The bundle of these two programs can be used to produce very nicely looking documents. TeX works similar as HelpSetMaker regarding the operation mode: It is also a command-driven system which interprets some input and produces an output document. This can be compared to a browser rendering some HTML.
However, if you find HTML strange and complicated, you would become insane if you looked at the TeX or LaTeX input language. It has been invented long before HTML and XML became standards and follows therefore its very own and unique rules.
The TeX system is seen as an external helper program by HelpSetMaker. You need a properly setup and configured TeX system on your computer. An easy way to archieve this is to use the TeX Live distribution by the TeX Users' Group. Please refer to http://www.tug.org/texlive.
If you use a modern Linux distribution, chances are good that a complete TeX system is already on board. E.g. SuSE Linux contains the very nicely arranged teTeX packages. Install them and you have a properly setup TeX immediately.
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