I am having trouble projecting the helix curve on an hour glass shaped body. I am doing this for the first time but I do understand I know how to do that, as I have seen the available videos, but I am struck at first step, that is creating swept surface from the basic helix curve. Solidworks does accept the straight line profile for surafce and the helix curve but after I accept the whole procedure no error occurs and it seems as if the required feature is created but there is no surface that has been swept. 

And unless I have that surface swept I cant move on to next step of intersecting the curve between swept surface and body to create a projected helix. 

I have attached the part with the swept surface feature. Please look into it tell me what is it that I am doing wrong.