I have seen a few tutorials that take several approaches to this. some create a helix and and a profile then sweep the profile to make a smooth transition to the end they revolve the profile around its axis, others make a 3d line tangent to the helix and make it smoothly go out, I have seen a tutorial for rhino where the guy edited the edge cvs of the helix. Is there a right way to do this ?
I guess creating a 3d sketch tangent to the helix and then composite curve.
Maybe it can be helpful http://grabcad.com/questions/how-to-model-bolt-with-terminating-thread-in-solidworks