If you have a database that has lived through a couple of Helium versions, it might contain path references to albums which are no longer valid.
This can have occured depending on how your picture settings has been set in older Helium versions in combination with drive letters which are no longer valid.
This can lead to the problem that it will not be possible to explore a specific albums folder, nor to change the picture of the album properly, if the setting "Copy album pictures to album folder" is set.
A simple way to automatically correct invalid album paths is to execute the script "Fix album folders".
This script will ensure that all album paths in your library folder points to their correct paths (recalculated based on the files contained in the album)