"What's this?" help is usually a longer and richer explanation of a widget
or a menu item. It is also more clunky to use: In dialogs, it can be invoked
in two ways: either by pressing Shift-F1 or by clicking on the question mark
in the title bar (where the support of the latter depends on the window manager).
The mouse pointer then turns into an arrow with a question mark, and the help
window appears when a user interfact element has been clicked. "What's this?"
help for menu items is usually activated by a button in the toolbar which contains
an arrow and a question mark.
The problem with this approach is that the user can't see whether a widget provides
help or not. When the user activates the question mark button and doesn't get any
help window when clicking on a user interface element, he will get frustrated very
quickly.
The advantage of "What's this?" help windows as provided by Qt and KDE is that
they can contain rich text,
i.e. the may contain different fonts, bold and italic text and even images and tables.
An example of "What's this?" help: