Baseball has been a love of Rocky's nearly all his life. He began playing baseball in his hometown of Attica, Kansas at the age of 5. When Rocky's family moved to Maize in 1973, Rocky's playing days continued. He played baseball in the Maize league until he was 13 years old. Rocky then went on to play in the Wichita Westurban league for five years. His father, Jerry, coached his team four of the five years at Westurban.
Rocky attended Maize High School from 1981-1984. During his high school years, he was a three-sport letterman in football, basketball and track, three years running. Unfortunately, Maize did not have baseball at the time Rocky attended.
Following his high school graduation, Helm completed with the Wichita A's semi-pro team before continuing his baseball career with a scholarship from Butler County Community College in El Dorado, Kansas. In 1987, he received a scholarship offer to the University of Kansas. Rocky played at Kansas for two years and remained on the staff for two additional years as a student assistant coach.
Other baseball opportunities Rocky enjoyed include playing on 11 different NBC World Series teams including the second place Wichita Broncos in 1987 and the 3rd place Wichita Sluggers in 1996. He also had the opportunity to play for the Wichita Kountry Time Cubs who competed in Cuba in 1998.
In 1992, Helm joined the Maize High School coaching staff as an assistant. He held that job for seven years. In 1999 he was appointed the head baseball coach. His teams have amassed an overall record of 71-21 in his four seasons as head coach. Other highlights include; three straight trips to the 6A state tournament finishing 2nd in 2000, sending 21 former players on to play college baseball; having former player Nate Robertson making it to the big leagues with the Floria Marlins, and having his first player, while being head coach, drafted in the June baseball draft.
In addition to being inducted into the El Dorado Baseball Hall of Fame, Helm was also awarded the 2002 American Baseball Coaches Association Region 5 National Coach of the Year and the 2002 Kansas Association of Baseball Coaches 6A Coach of the Year.
Rocky had been married to his wife, Laura for nine years. They have two sons, Colton and Jordon. His father is Jerry Helm and his mother is Lana Helm. He has one brother, Rob.