a file is attached, if you don't have SW08..the helix/spiral in solidworks requires a circle, to go around that you need to use 2 features to come up with your ellpitical or rectangular helix..1st extrude you final shape (Ellipse in your case) and then sweep a line (the line should intersect the extruded body or surface), use "twist along the path"..and then use convert entities to get the 3D sketch which is your ellpitical helix(the intersection bet. the twisted sweep and the extruded body).
Tsover,
Open a sketch (use the front plane) and draw a line (Path) at the center of the extruded body (I assume it's the origin..then using a top plane open a new sketch and draw a line (profile) from origin to any distance you desire (the line has to pass (intersect) the body..now you have 2 sketches, use a sweep with option "Twist along path"..set your "define by" at turns and pick any number of turns..then you should be able to see the swept line like a helix and then continue with the convert entities..
I recommend to use surfaces for extruding the ellipse and sweeping the line..and then after you get the 3D sketch, hide them to clean your screen
If you have 2008 You can create a Surface Sweep using a Straight Line as the Path and a Perpendicular sketch with a pierce constraint and you Minor Radius value as the length.
When creating the Sweep use the Twist Along Path using number of turns or degrees. This will give you a circular helix.
Next create a Reference CSYS with origin at intersection of the sweep sketches and Z axis along the profile sketch.
The flex Feature uses a Reference CSYS to determine the orientation used for the Stretching or bending of the model. It uses the Z axis as this reference. You can either drag or Place the CSYS within the flex feature but a more parametric approach is to create one separately to use for the feature. This can be selected in the triad area of the Property Manager. The dimension to enter for the stretch would be
D1@Flex1 = 2*("Rmajor"-"Rminor") because you are stretching the Minor Radius by the difference between major and minor dim on both sides.
My model was made in SW2008 pro, but the Flex Feature existed in 2006 and Definately 2007 because I learned about it through the Online Tutorials on my 06 Personal Edition.
The functionality is not to user friendly but I've learned how to make use of it despite this.
Give my method a shot and let me know if it works for you.
Using the intersection of an ellipse and a circular helix will give you one funky looking curve but the method I described seems to create a smoother helix.