correctly less dense, than air. a helium filled balloon will essentially float on the air.
a good way to explain this idea is to think about floating and sinking. when an object such as a beach ball is placed into water it pushes away some water. the force of the water pushing back into that space is greater than the force of the beach ball pushing down and this means that the beach ball stays afloat. if a heavy object such as a rock is placed in the water the force of the water pushing back into the space is to enough to equal the force at which the rock is 