The best way that I have found is to create a helical or bevel or any type of gear for that matter is to create a surface (quilt) of the tooth form on a make datum and pattern the form depending on what type of gear you are producing. The patterned surface can take advantage of some of the more advanced surface creations such as var section sweep (very useful for crown bevel gears). Once you pattern the surface you can use cut on quilt and ref pattern the cut.
I find the best way to model gear teeth is to create the tooth profile by creating a curve from the equations option in the curve creation menu. Then use the curve to define the shape of your solid.
and do a search in the "Parts" pages for gears. I did a quick search and found 2 worm gear models and a bunch-o-others. These models are downloadable. Use the Model Player in Pro/E to investigate how the gear was created. Redefine the features and steal the sections used to create specific sketches. Have you also searched the PTC knowledge base for suggested techniques on gear geometry creation... give that a spin. Remember: Cut and Paste your way to success!!!! If I helped ya, gimme a star. If this is not enough help, let me know and I can snoop around some more. Good luck!