I found the beach ball in the room below, and it doesn't appear as if I can use it in any of the rooms. Where does it belong, and does it have anything to do with getting the helmet? (I tried putting it near the water blob that wants an eyeball, and I tried using it near the cannon.)
It works in the circus room.
Make sure you're also only clicking to select before dragging (not holding). It leads to the helmet.