Hi Mark,
On my Windows 7 workstation these bookmarks are in a file named MVA-bookmarks.txt in
C:\Users\username\AppData\Local\DocViewer
In the same folder there's the file SASDocViewer-bookmarks.txt containing the bookmarks from the separate application "SAS Documentation Viewer 9.4" (sasdocviewer.exe), which I prefer to the built-in help file viewer.
Edit: Thanks for asking the question. I only knew that the bookmarks had moved somewhere since they were no longer in C:\Users\username\AppData\Roaming\Microsoft\HTML Help\hh.dat, which was their location under Windows Server 2008.