Hi FuzzBuzz,

I think you can solve the problem if you look at

http://www.ptc.com/cs/cs_25/howto/agf2780/agf2780.htm

Mind:
Create an Helical sweep in Pro/E is a bit difficult than in Inventor or SolidWorks.
But once you learn the process, you find it powerful. ei. You can do an helical sweep with one or more pitch,
and this is useful when you have to draw a screw feeding system

Regards,

Luca Martinini
Rimini, Italy