Questions? We've got answers.
When air is breathed under pressure, nitrogen dissolves in the blood. When the pressure is relieved, the nitrogen comes out of the solution as bubbles, which affects the circulatory system, causing caisson disease or "the bends". Helium dissolves much less and decompression is quicker.
Helium can only be found in certain natural gas fields around the world. The main sources are found in the US, Qatar and Algeria. Smaller sources also exist in Australia, Russia and Poland.