As known for a long time, interstellar wind neutral helium atoms deeply pen
etrate into the inner heliosphere and, when passing through the solar gravi
ty field, form a strongly pronounced helium density cone in the downwind di
rection. Helium atoms are photoionized and picked-up by the solar wind magn
etic field, but as pick-up ions they are not simply convected outwards with
the solar wind in radial directions as assumed in earlier publications. Ra
ther they undergo a complicated diffusion-convection process described here
by an appropriate kinetic transport equation taking into account adiabatic
cooling and focusing, pitch angle scattering and energy diffusion. In this
paper, we solve this equation for He+ pick-up ions which are injected into
the solar wind mainly in the region of the helium cone. We show the result
ing He+ pick-up ion density profile along the orbit of the Earth in many re
spects differs from the density profile of the neutral helium cone: dependi
ng on solar-wind-entrained Alfvenic turbulence levels, the density maximum
when looking from the Earth to the Sun is shifted towards the right side of
the cone, the ratio of peak-densities to wing-densities varies and a left-
to-right asymmetry of the He+-density profile is pronounced. Derivation of
interstellar helium parameters from these He+-structures, such as the local
interstellar medium (LISM) wind direction, LISM velocity and LISM temperat
ure, are very much impeded. In addition, the pitch-angle spectrum of He+ pi
ck-up ions systematically becomes more anisotropic when passing from the le
ft to the right wing of the cone structure. All effects mentioned are more
strongly pronounced in high velocity solar wind compared to the low velocit
y solar wind.