If you watch the Killzone intro, Visari says that "our enemies at home have been reeducated" which means that some Helghast were against the war. Perhaps we meet Helghast rebels in Killzone 2 who fight on our side?

P.S. If they reuse the "evil general" thing in Killzone 2 I am going to be seriously pissed off. General Adams, General Metrac, and General Stratson. Enough is enough!