Hey pumpkin,
Use surfacing and a normal helix to acheive this.
1 - Create a normal helix
2- Sweep a line perpendicular to your axis of rotationalong this helix to create a helical surface
3 - extrude a surface ellipse which intersects with this helical surface.
4 - where the 2 surfaces intersect create an inersecting curve which will be your elliptical helix.
Let me know if you get it to work.