I think pretty much everyone has a personal preference on how to pronounce Helena, I did a poll a while back, which you can see here:
http://www.behindthename.com/polls/view.php?id=42784
Personally I pronounce Helena as heh-LAY-nah and Lena as LEE-na : )
CIARDA
"In the real dark night of the soul it is always three o'clock in the morning."
- F. Scott Fitzgerald -