Look at the source, there is no filter to alter the ‘Help’. But it does translate the text so you can hook onto the gettext
filter. Not the nicest of solutions (an alternative would be to use javascript) :
add_filter( 'gettext', 'wpse51861_change_help_text', 10, 2 );
function wpse51861_change_help_text( $translation, $text ) {
if ( $text == 'Help' )
return __('Documentation','my-plug-text-domain');
return $translation;
}