There is are configuration options in this file for the user, reseller and admin level help sites:
/usr/local/directadmin/conf/directadmin.conf
If changing it (and restarting DA) does not give any effect for some skins, you should look inside the template files (server-installed skins reside in /usr/local/directadmin/data/skins/). There find the header files and change the link inside them.