If in fact the alert is to Helkern, it's a notification that an internet work, known by the name "Slammer" to many of us, has been blocked. It only targets Microsoft SQL Server, so if you don't have that installed it's harmless. In any case, Kaspersky's notification is letting you know it's been blocked, which is a good thing. Since these notifications are repetitious, feel free to disable them. (Under real-time protection, look for an option to disable or not display information about network attacks.)
Hope this helps,
I'm sorry I mistakenly posted the XP problem on this site but I got nervous because I keep getting a notice from Kaspersky Anti-hack that there has been an attempted Helkin attack on my computer. I am running 98se through People PC and Internet Explorer. What is this?