When you are at Helm's Deep, find Gamling in the armory. He will tell you to find Aragorn and his friends. Legolas will tell you where Aragorn and Gimli are located if you find him first. Legolas is outside along the wall. You must also find King Theoden who is also outside. After you talk to all of them, you must go back to Gamling. He will tell you that the Orcs broke through and it is time to fight. You will get to fight with Legolas first, Gimli next, then Aragorn last.