Helms was performing comedy in New York City when, as he recalled in a 2005 interview, ""The Daily Show" had a sort of open audition with a casting company that I had dealt with. I read for the part, and got it". In his April 2002 to mid-2006 tenure on the satirical news program, Helms contributed "field reports" in addition to hosting various segments of the show, such as "Digital Watch", "Ad Nauseam", and "Mark Your Calendar". He has also contributed to the "This Week in God" segment. His 2005 segment "Battle of the Bulge", which focused on the wearing of Speedo bathing suits on the beaches of Cape May, New Jersey, and his "Mass. Hysteria" segment, in which he reported criticism of Massachusetts when it became the first state to legalize gay marriage, are regarded by "TV Guide" as his signature segments on the program.