While the quote "Help" is not specifically stated in the movie, it's possible you're remembering a scene where Santiago is being aggressively questioned by the military lawyer "Lt. Daniel Kaffee", played by Tom Cruise. Santiago is in a state of distress and fear, and the scene might have conveyed a sense of him desperately needing help.
It's worth noting that "A Few Good Men" is a very famous movie, and the scene where Santiago is interrogated is a powerful one, so it's understandable if you're remembering a specific detail like the word "help" being spoken, even if it wasn't explicitly stated in the movie.