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HELP is taught as part of the curriculum in Australia, North America, and Ireland for lifeguard and boating safety training. It essentially involves positioning one's knees together and hugging them close to the chest using one's arms. Furthermore, groups of people can huddle together in this position to conserve body heat, offer moral support, and provide a larger target for rescuers.
The HELP is an attempt to reduce heat loss enough to lessen the effect of hypothermia. Hypothermia is essentially a condition where bodily temperature drops too low to perform normal voluntary or involuntary functions. Cold water causes "immersion hypothermia", which can cause damage to extremities or the body's core, including unconsciousness or death.
The HELP reduces exposure of high heat loss areas of the body. Wearing a personal flotation device allows a person to draw their knees to their chest and arms to their sides, while still remaining able to breathe.