This link has a nice concise explanation of helium escaping the atmosphere.
http://www.astronomynotes.com/solarsys/s3.htm (this link describes the mechanics of particles escaping the atmosphere, this includes escape velocity, thermal and nonthermal process)
http://www.springerlink.com/content/k094u75188h64516/fulltext.pdf (
and if you are really interested, this paper discuss helium in the atmosphere (production and loss) in much more detail
)