From what I've seen there are two ways of running helmingas, equip shields and go for the classic Rohan Shield wall.
The other is to equip axes and forget defence in favour of piercing strike.
Above all remember that the job of rohan infantry is either to hold ground that cavalry can't or to lock the enemy in place for cavalry to hit their vulnerable flanks.
In regard to the list I'd perhaps suggest drop one hero to add more riders as the mounted element needs a a decent number to hit hard, or even consider downgrading Knight of the Pellenor to marshall of the mark because in 500pts your going to need both heroes and numbers.
Hope this helps
