2005 Volume 3 was not designed to register with VS2008 out of the box.  We have only started (2008 Volume 1) registering the help with VS2008.  You should be able to manually register the 2005 Volume 3 documentation with VS2008 by doing the following:

Note: This should work, but not guaranteeing it because the registration of the documentation has changed a lot since 2005 Volume 3.

1. Make sure you have all instances of Visual Studio and dexplorer.exe closed. 
2. Navigate to the Infragistics install path, and locate the Help folder.
3. Inside that folder you should find a file called H2Reg_INFRAGISTICS_HELP.ini
4. Open this file in notepad
5. You should see a line that starts with MS.VSCC.v80
6. Change MS.VSCC.v80 to MS.VSCC.v90.
7. In that same directory find the .bat file called ManualRegisterHelp.bat, and run it.
8. A command prompt will appear making calls to register the documentation.
9. This should register the help with VS2008. 

I hope this helps.