[basjoos]

All of the original helium on the earth was lost as the earth cooled, solidified, and was lost from the primordial atmosphere. But helium is a byproduct of radioactive decay and is trapped and slowly accumulates in oil and natural gas pockets located under impermeable layers of rock. In the universe it is the 2nd most common element and is plentiful in the sun and in the atmosphere of the gas giants (Jupiter, Saturn, etc.).

The earth's inner core is mostly iron (the heaviest commonly found element since it is the end product of stellar fusion) mixed with other heavy elements. But convective currents in the core would keep the heaviest elements from accumulating there, especially since the closer you get to the earth's center, the less the gravitational pull (it is weightless at the center). Gravitational pull is strongest at the earth's surface and gradually drops to zero as you approach the center of the earth.