That will work for your initial helix, but He needs to make a non circular helix!!
My method starts the same, then you create a swept surface along the same trajectory. The 2nd surface represents the shape of the part to be wrapped! Then create a datum curve using the intersect of the 2 surfaces, and use this as your trajectory for a swept blend.
One problem is that you may have to change your models accuracy level (SETUP/ACCURACY) to a finer value!
I am trying to send you an example part, but I work on solaris and have lost mapping from my NT server. As soon as I get this fixed I will send you a part which is probably exactly what you need!