You can also use Flow to introduce a shear effect, that might help give you the kind of shape you want before wrapping it around a circle like Brian shows above.

To do a shear using flow, set up a base plane under your object, and then make a copy of the plane over to the side, turn on control points of the plane and shift them to make a parallelogram type shape, like this (also see attached 3DM file):



Then you can select the helix, run Transform > Deform > Flow - pick the plane that is right under the helix as the base surface, and then next pick the slanted one as the target, that will produce this kind of result:



- Michael