I have exactly the same problem - nothing to see at all (I'm also using a helix template).
What have you done so the module showed up?
ok - found the solution (which isn't clearly mentioned in the doc I think):
see joomline.net/forum/jlcontentfieldsfilter...not-appear.html#8628The module is displayed on the page only if you have the fields selected for filtering. I also want to note that the filter only works in the category blog.