To change the Online Help URL you can modify the host settings

Host -> Host Settings

Help URL setting under Advanced -> Other settings

I believe that this setting is ONLY for the individual admin/host sections of the site.

To change the text of "Help" and "Online Help" in areas other than the module actions you can modifie the "SharedResources" language information within the language editor.

Some of the items you might need to change are for the following resource names

-cmdHelp.Text
-Help.Text

to change the help and online help items are you have circled in your above post those are in the "GlobalResources" language file, with the following resource names

-ModuleHelp.Action
-OnlineHelp.Action