Rayman 2 and Rayman 3 (and maybe the original Rayman? never played that one) have lots of cages in the levels- in these cages tend to be lums or captured Teensies. The "help" is the sound you hear when you're near a cage. This was in Rayman 2- for some reason, I don't remember there being a "help" in Rayman 3, but I would assume the "help" you're hearing is a cage somewhere in the area that's holding a captive.

Such a vicious world.