Use a Helical Sweep. Much like a regular sweep, a helical sweep consists of two parts: a profile (trajectory) and a section (cross-section).
You'll first sketch the profile, which defines the distance from the section origin of the helical feature to its axis of revolution. Then you'll enter the 2nd sketcher environment (like a sweep) and sketch the section. In your case of a spring, it's probably a circle.
In Pro/E 2001, click Insert > Protrustion > Helical Sweep.
Hello, thank you for the replies, getting there slowly, is there any chance someone could draw a simple spring for me then e-mail it to me so I can see how it was done? Or put it up on this site for download?