If you have problems finding the right equation to make your job, there is a way to make helical curves that is more efficient than curves by equations.
Draw a extruded surface (capped or not), this first feature has the dimensions of your ellipse,
then draw a helical sweep surface, be carefull to enter the right pitch (this will be the pitch for your curve).
Then use the Intr. Surfs option to create a curve. The system finds the intersection surfaces from the two above features you created before and created the desired curve. This curve is very efficient, you can change the dimensions more easily (is driven by simple features) and is valid for use in every feature you want.
To use the above method you must have the Pro/Surface module I think, because you use advanced features (helical sweep surfaces).
I have not had the need to use sweeps much but I do create pipes and conduits. I create these by offsetting points from the coordinate system with the first point at 0,0,0. This method is a fast way to create pipes and tubes.
Getting elliptical helix is quiet easy with the concept of datum curves from equations,exactly the way described by Rajesh.There may be many other ways,but this one is simple and efficient,if I am not wrong.
To have a look and feel,download the elliptical spring model posted by me from this very site.
I read something recently which stated that when you create a curve by equation and use *t you cannot use a sweep but if you put in *t*t it is converted to a spline and now a sketching plane and orientation plane can be set up. I have not tried this as I have not have access to pro for several months (travelling) but would be grateful to know if it worked.
Create a datum curve representing the centerline of the cord.
Create a variable section sweep surface along this centerline that spirals around the trajectory by setting a relation in the sketch. Set up an angle dim in the sketch and use something like sd#=360*N*trajpar where N is number of coils and trajpar goes from 0 to 1. Now use the the edge of the surface as the trajectory for your sweep. Similar to that covered in http://www.kinetivision.com/freevids/twist_pair.htm