Don't build a closet for your skeletons.

If the software you're selling is going to have a few skeletons - and most likely it will - then don't give them a closet to hide in.

It's difficult to design software that is 100% self informative and logical in its use, especially if that software is complex or has more "under the covers" than on top. And your customers know this - they most likely don't expect perfection.

So, if your product has some areas that might not make the most sense, or are downright confusing, say so. Don't pretend in your documentation that these areas are normal or logical if they aren't.  

Now, I'm not suggesting you write a chapter called Where Our Product Sucks and Will Drive You Crazy, but you should include a section for Possible Problems where you can provide tips for navigating the tricky areas. Your customers will show their appreciation for this by a) not calling your help desk, b) training their colleague users, and c) not being annoyed with you.

Those are nice outcomes for such a simple thing, don't you think?

(Oh, and for your next release, maybe you can improve on those tricky areas and use the same Possible Problems section to brag about the improvements you've made.)