In simple lamens as compared to an RC airplane radio.

The throttle controls lift or power.

The rudder controls yaw, which is your tail rotor.

The elevator and aileron work together to control pitch of the heli.

It's not much different the a fixed wing plane other then you must have much more power control. Just hit the power up quickly to gain altitude, then try to control that power with rudder and collective pitch. But you have to move your pitch forward to gain forward momentum. At the same time you need to reduce power so that you have enough to hold the heli's altitude but make it go forward.

Just keep screwing with it. If you really want to learn to fly heli's get MS Flight Simulator 2004. It has some awesome new flight instruction built right in.

Have fun!