Hi designer, also check out some of these previous posts about creating a screw thread from a helix, they could show you another possible way to do it:

http://moi3d.com/forum/index.php?webtag=MOI&msg=767.2
http://moi3d.com/forum/index.php?webtag=MOI&msg=490.36

Also another one here:
http://moi3d.com/forum/index.php?webtag=MOI&msg=4623.1


But one approach is to first draw a helix path curve, which you can do with the Helix command, look for it under Draw curve > More > Helix.

The Helix command will also let you create a tapered helix, set the "Tapered" checkbox option that shows up inside the command options and that will let you pick both a start radius at the bottom of the axis as well as a separate radius for the end of the axis line to make a tapered helix.

Then once you have the general path, draw another curve hanging off of it and use the Construct > Sweep command to build a surface that follows the path, that's the part that is shown in the screw thread discussions above. Set the "Twist = Flat" option inside of Sweep to avoid having the profile do any banking as it travels along the path.

Let me know if you are still stuck after looking at these other examples.

- Michael