Helga is ugly as @#$%!
BJ gets captured, imprisoned, and chained in the movie. He then pulls a Batman by seducing one of Helga's elite guards watching over him. The woman guard then accidently spills the beans after the lust fest is over. BJ gets the information he wants, knocks her out for the key and gun, escapes the prison and continues his mission. Later in the movie, Helga finds out that her traitorous guard helped BJ escape, sends her others to capture her and bring her to her quarters for questioning and execution.
Now there are 2 roads where this can go. Either Helga successfully executes her traitorous elite guard while BJ continues his mission, or BJ overhears that one of their own is going to be executed, finds the location of where the execution will take place and saves the former elite guard just in the nick of time by storming in and killing all the guards. Helga, a coward as always, says some choice words while escaping with the remaining few guards.
BJ basically saves her just to get more intel from her, but the former elite guard thanks BJ for saving her, develops a change of heart, and joins BJ in his mission to stop the Nazis. While the two fight alongside each other, they start caring for each other and eventually fall in love. Sounds like a little bit like Metal Gear Solid 3 huh?
Anyway, BJ doesn't kill Helga. The former elite guard takes the revenge and kills her only then to be shot by a dying soldier. BJ tries to save her, but appears to be dead. BJ goes haywire, kills the dying guard, then kills as many guards he could storming in the complex before eventually getting shot at and killed (yeah I know the legendary BJ Blazkowicz doesn't die, but it makes more sense if this were just one movie). The elite guard lives on and 7 years later you see B.J. Jr. training like a soldier so he can become a soldier just like his dad.