The government evidently has a huge reserve of helium in some underground location in Texas. Like gasoline, helium is another resource that is widely used in a number of industries from cellphones to computers. Yet the real point of interest in this NPR story on Helium Reserve is that although the government is opening up the reserve to sell on the market, ostensibly to lower the price of such a important commodity, it is having the opposite effect.
Normally we would expect as the supply increases given static demand, the quantity demanded would increase while at the same time the equilibrium price would decrease. However what is happening is that the additional supply has just enough downward pressure on price to keep a number of private suppliers from entering into the market. By keeping the price 'low', there is no incentive for private companies to produce helium because there is not enough margin. If the price of helium were allowed to rise, then potential firms would take this as a signal there is profit to be made and enter the industry. Existing firms would feel more secure to invest in additional capital equipment that would increase their efficiency through economies of scale and in the end, lower the price for consumers.
Until then, we will just have to do without squeaky voices at parties.