In Windows dialog boxes, sometimes there is a small ? button on the upper right corner. Its usage is to click on the ?, then the cursor changes to an arrow with a ?, then click on widget inside the dialog box, which will then display a popup help balloon.
This is how my class definition looks like:
class Frame(wx.Frame):
  def __init__(self, parent, title):
    wx.Frame.__init__(self, parent=parent, id=wx.ID_ANY, title=title,
          style=(wx.DEFAULT_FRAME_STYLE | wx.WS_EX_CONTEXTHELP) ^ 
             (wx.RESIZE_BORDER | wx.MAXIMIZE_BOX | wx.MINIMIZE_BOX),
          pos=(20, 20))
    self.SetExtraStyle(wx.FRAME_EX_CONTEXTHELP)
    self.createOtherStuffHere()
    self.Show()
How do I tell a widget that its help balloon should say: "This button cooks spam, ham, and eggs"
