This depends on the helicopter's flight orientation. If the helicopter is hovering in front of you and the nose is facing you (nose-in hover), then that's normal. But if you're hovering and the tail is facing you and yet the turns are reversed (left rudder stick = right turn and vice versa), then there's a problem. Most likely you'll need to check your transmitter and make sure that the servo reversing button for the rudder is set on normal position.