Helena is actually not the character that is faced with any choices. She makes a very quick decision to inform Demetrius of Hermia's escape plans, but does not pause to consider any consequences of her actions. Instead, Hermia is actually the character that is faced with the dilemma of difficult choices. Below is an answer regarding Hermia's choices.
In the very first scene of the play, Egeus goes before Duke Theseus to petition that Theseus enforce the "ancient privilege of Athens," referring to the father's legal permission to either kill a disobedient daughter or to send her to a convent (I.i.42). Egeus is making this petition because Hermia is refusing to marry whom he has bid her to marry. Interestingly, even though sending her to a convent is an option for punishment, Egeus is specifically asking for her death, as we see in his lines:
As she is mine, I may dispose of her;
Which shall be either to this gentleman
Or to her death. (43-45)
However, Theseus softens the threat of punishment by again including the option of sending her to a convent. Thus, Hermia is faced with the dilemma of making the choice to either marry Demetrius or to suffer the consequences of either death or living her life as a nun.
Hermia tells Theseus that she would rather live and die as a nun in a convent than give herself up in marriage to Demetrius. Later, privately with Lysander, she proclaims her reasons for her choice not to marry Demetrius. For one, she thinks that she is above Demetrius in merit, as we see in her line, "O cross! too high to be enthrall'd to low" (I.i.138). Secondly, Demetrius is apparently much younger than she is, as we see in her line, "O spite! too old to be engag'd to young" (140). Finally, she can't bare the thought of marrying him because it is her father's choice and not her own.
Hence, Hermia's dilemma is having to choose between consenting to marry Demetrius instead of Lysander or being punished by either death or being sent to a convent.