Should be simple, have some examples on blog.
First of all, since you don't want the playhead to be released by clicking the (shape)button/click box (whatever you use), you have to replace the simple action 'Show Text Caption' by a standard action: http://blog.lilybiri.com/why-choose-standard-over-simple-action
Is it the same help text on all slides where you want it? Do you want really to save time? Then don't use a click box, but a shape button (you can make it transparent if you want). You can time that shape button for the rest of the project, it has a unique ID and you can control it, hide it on entering the slides where you don't want it to appear. If the text container has different text on each slide, I would put a user variable in it, and populate that variable on entering the slide where it has to be changed. Probably you'll also want to offer a possibility to close the text? Then use a shape (again) as text container, you can turn it into a button and instruct the user to click on the text, an event that can trigger 'Hide text container'.
Shapes are only available from 6 on... hope you have one of the two latest releases, 6 or 7?
Lilybiri