Often, Windows waits a bit with freeing memory (if there is already a lot of free memory, it's not needed to waste time on freeing small pieces). Maybe that's what's happening. Often the memory will get freed when the program's window is minimized.
Thanks for the info Trond
Testing again, after loading my program,, memory used = 604Kb
With helpfile opened : 13540Kb
Closing it, waiting 5 seconds : back to 634Kb
How Windows manages memory ? it's a real black hole