I'm using a newly downloaded/installed/updated Xubuntu 13.04 ... it looks like I have xfce version 4.10.0-1.

Today I added the "Mail Watcher" plugin to my task bar. I clicked on the Help button, and got the message:

Failed to run xfhelp4

Help is unavailable because xfhelp4 could not be run: Failed to execute child process "xfhelp4" (No such file or directory)

There is an Ubuntu bug related to this issue, which references Screen Shooter as well as Mail Watcher:
https://bugs.launchpad.net/ubuntu/+source/xubuntu-meta/+bug/1054407

It appears that Screen Shooter's xfhelp4 issue is already reported on the XFCE bugzilla:
https://bugzilla.xfce.org/show_bug.cgi?id=8847

To reproduce this bug with Mail Watcher:
a) Right click on your XFCE toolbar, and choose Panel > Add New Items
b) Find "Mail Watcher" in the list. Click "Add" to add it to the panel.
c) Right click on the Mail Watcher app icon. Choose Properties.
d) Click the "Help" button in the bottom left.