Percusse,
1) Make a circle to your major or minor diameter and exit your sketch.
2) Pick your sketch that you just made and go to the curves toolbar and pick helix.
3) Decide your pitch and revolution or pick the combo box the choose a different method on defining your helix. I start my helix out at 0.0.
4) Then either define a new plane perpendicular to your helix (or curve), or just use the top plane (note: this will not be mathematically correct, but it will work) to define a new sketch of a tooth or groove.
5) Then as Mad Mango pointed out do a sweep function (whether it be boss or cut) using your new sketch and your path.
6) After some tweaking you will get it to work I'm sure.
But if you want this to be even easier, go to
This guy makes some software for making worm gears, spur gears, helical gears, bevel gears, and sprockets. There are more I think, but that's a good majority of them. The software costs about $250, last time I checked. He also has software for making cams.
Hope that helps

,
Scott Baugh, CSWP
Scott Baugh, CSWP
George Koch Sons,LLC
Evansville, IN 47714
sjb@kochllc.com