We're running out because it floats away really easily!
But, yeah, short of extracting it from the damn sun we have to
rely on radioactive decay to get any helium, and the process is slower than the rate at which we use it
And yes Zhukov you can legitimately blame us asshole Americans for this one! Helium's cheap and we use a ton of it all the time for party balloons and shitty parade floats because the law says we have to use it up! Whoops!
"By 1995, a billion cubic metres of the gas had been collected and the reserve was US$1.4 billion in debt, prompting the Congress of the United States in 1996 to phase out the reserve.[1][2] The resulting "Helium Privatization Act of 1996" (Public Law 104–273) directed the United States Department of the Interior to start liquidating the reserve by 2005."
http://en.wikipedia.org/wiki/National_Helium_Reserve