Is it OK to intervene during a diary study?

I have a bit or a moral dilemma! While trying to recruit for some user testing, an opportunity arose to perform a diary study with a new user of our application. Seemed to be an ideal way to capture the experiences of a first time user.

Unfortunately, she's really struggling (to the point of anger), and it feels almost cruel to let her continue in this current state. Should I offer some guidance to help her out, or should I take the David Attenborough approach, and merely observe (and then offer her all the help she needs at the end of the study) ?

Would love to hear from others who've experienced similar moral dilemmas in the world of UX.