Rig rake is key to weather helm (where the mast but sets). Once you get this correct and the rig the right tension it should be well balanced with a slight bit of helm when close hauled. If you get this right and there is still helm then you are not sailing high enough. If you are cracked off slightly and let the boat heal too much the helm will really load up.
Try sailing just by heel (as Steve says) keep it at 10-13 degrees - if you heel more just head up until it settles down. You can really kick the J/30 into 4th gear when you sail high and flat. When people sail the boat for the first time they really cannot believe the groove the boat will get into at a very high angle and low heel.
