Helium is the second most abundant element in the universe; how could there be a shortage? We just need to figure out space travel!
The problem with helium is that it's chemically inert and doesn't form compounds, so it remains in gaseous form. Being lighter than air, it travels to the upper atmosphere, and it can actually achieve escape velocity and escape the Earth. We probably wouldn't have any at all today except that helium atoms are produced by the decay of heavy atoms like uranium. You're right that there's plenty of stuff in space. Gas giants like Jupiter have strong enough gravity that helium can't reach escape velocity, so there's a huge supply there that could be harvested. The price of recovering it would be <snerk> astronomical though.
A more specific case of the helium shortage is the shortage of the isotope helium-3. It's much, much less common than the helium-4 isotope, but it makes the best neutron detector we know of because of its properties. Unfortunately, since 9/11, the demand has skyrocketed, and the anticipated demand in the next 10 years is supposed to be something like 5 times the estimated supply world-wide. Every conference I've been to in the last 5 years has had a session or two on He-3 replacement technologies, or conservation strategies.