Thanks for the details. I‘m glad you have gotten MathJax to work in CHM files.

It is possible to slim the MathJax directory down to reduce the size in this case. For example, since all versions of IE that MathJax supports can handle web-based fonts, there is no need for the image fonts (the largest part of the distribution), so you can remove the MathJax/fonts/HTML-CSS/TeX/png directory, as you have already done. In fact, you can remove the otf and svgdirectories as well, since IE will only use the EOT fonts. Then you can remove the MathJax/unpackeddirectory entirely, since you will be running the compressed versions of the files, and you can delete the MathJax/test and MathJax/docs directories completely. If you are only using TeX input (not MathML), then I would recommend using the TeX-AMS_HTML-full configuration file. In that case, you can remove the MathJax/jax/input/MathML and MathJax/jax/output/NativeMML directories, and the MathJax/extensions/mml2jax.js and MathJax/extensions/jsMath2jax.js extensions. You can remove theFontWarnings.js and v1.0-warnings,js extensions as well, and you can delete all the configuration files except the one you are using. If you want to remove every possible file, then you can open the configuration file that you are using and remove the files listed in the MathJax.Ajax.Preloading() call at the top of the file, as those will all be included in the configuration file itself. So you should be able to get things down to a pretty small footprint if you want to.

Davide