First, select "Structure Mode" from the Modes menu. In this mode you can right-click (or control-click) on a segment and change it to helix, sheet, or loop. This method is OK for fixing small problems.
Structure mode also lets you "paint" secondary structure. That's the approach for this puzzle. Click on one of the segments and drag toward the other end of the protein. The other segments take on the helix look, but not the shape. (The very last segment is locked, and can't be changed to helix.)
Next, click on "Pull Mode" in the Modes menu. Then right-click (or control-click) anywhere on the helix. Select "Idealize SS" from the wheel menu. The protein becomes a perfect helix.
As usual, shake and wiggle to finish the puzzle.