MD80 CREW HAS CLOSE ENCOUNTER WITH HELI ON VISUAL APCH TO RWY 36L AT DFW.

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AFTER BEING CLRED FOR A VISUAL APCH TO RWY 36L AND AS WE WERE ON ABOUT A 5-6 MI FINAL; THE TWR INFORMED US OF HELI TFC IN OUR 10-11 O'CLOCK POS AT 10000 FT HDG FROM W TO E ALONG HWY 183. WE DID NOT HAVE THE TFC IN SIGHT BUT SAW WHAT WE BELIEVED TO BE THE TFC ON THE TCAS AT OUR 11 O'CLOCK POS 800 FT BELOW US. I WAS VERY CONCERNED; AS IT APPEARED BY OUR DSCNT ANGLE THAT WE WOULD BE XING HWY 183 AT ABOUT 1000 FT. WE STILL DID NOT SE THE TFC WHEN TWR INFORMED US THAT THE HELI HAD US IN SIGHT. WITH THAT INFO; WE CONTINUED THE UNCOMFORTABLE APCH; STRAINING TO SEE THE HELI. WE NEVER SAW THE TFC BUT THE LAST I SAW ON THE TCAS WAS 100 FT BELOW AT ALMOST THE 12 O'CLOCK POS. THE REMAINDER OF THE FLT WAS UNEVENTFUL. BACK IN OPS; I CALLED THE W TWR SUPVR TO QUERY THEM AS TO WHETHER THIS WAS SOP TO HAVE CO-ALT TFC XING THE SHORT FINAL APCH COURSE. SHE SAID THAT IF THEY WERE BUSY AND THE HELI TFC WAS DISTRACTING TO THE CTLRS; THEN THEY MADE THEM GO FARTHER S. I BROUGHT UP THE POSSIBILITY OF HAVING THE HELI CROSS AT 500 FT OR JUST NOT BE ON SHORT FINAL AS IT WAS EXTREMELY DISTRACTING TO US. SHE SAID THAT THEY JUST HAVE TO BE BELOW 1000 FT. ALONG WITH THE OBVIOUS MIDAIR SAFETY CONSIDERATIONS AND DISTR PROB; IT WOULD ALSO SEEM PRUDENT; FROM A COMMERCIAL AIRLINE SECURITY STANDPOINT; TO NOT ALLOW TFC TO BE SO CLOSE THAT IT COULD POSSIBLY CAUSE A PROB. THE TWR SUPVR SAID THEY WOULD REVIEW THEIR PROC. SUPPLEMENTAL INFO FROM ACN 709845: CLRED FOR VISUAL APCH RWY 36L AT DFW. TWR ADVISED OF TFC AHEAD WHILE WE WERE ON BASE LEG (WHICH WE SPOTTED). LATER; WHILE AT ABOUT 1000 FT AGL; WE WERE ADVISED OF ROTOR WING TFC AT OUR 10-11 O'CLOCK POS CLOSE-IN WHICH WE DID NOT SPOT. WE WERE LOW ENOUGH THAT MUCH OF MY FOCUS AS PF WAS ACTUALLY DIRECTED TOWARD GETTING THE ACFT IN A SAFE POS/CONDITION TO LAND SO MUCH OF MY ATTN WAS DIRECTED INSIDE AND STRAIGHT AHEAD. I DID NOTICE DURING MY LAST SCAN FOR THE TFC THAT HE APPEARED ON THE TCAS SCREEN; CLOSE-IN; AT 11 O'CLOCK POS AND THEN THE TARGET DISAPPEARED. WAS SURPRISED WE DIDN'T GET A WARNING. THE ACTUAL HELI CERTAINLY DIDN'T DISAPPEAR; BUT I NEVER ACQUIRED VISUAL CONTACT -- EVEN THOUGH TWR SAID HE HAD US IN SIGHT. A LITTLE DISCONCERTING AND; IF IT'S A STANDARD PRACTICE; I QUESTION HOW SAFE IT MIGHT BE. WE LANDED UNEVENTFULLY.