Information on the Emigrant CD is a secondary source, transcribed from original records, so errors could have happened when they emigrated (perhaps hearing a name wrong, etc.) or in modern times. It is always best to check the original records. With that parish name from the lookup, you can research the microfilmed parish records from Sweden. Order them from a Family History Center.
I believe that Helfrid is a male name. There is a female name of Helfrida and maybe, if your theory is correct, they misheard the child's name, and a baby boy and a baby girl look much the same at first glance.. Some of our ancestors had three or more given names, but there are also those with just one or two. It is possible that they emigrated using just one of those given names.
You can try to find them in Swedish American records, especially the church records. They are usually informative if they became church members. The Swenson Swedish Immigration Research Center has church records, newspapers, emigration lists of various kinds, etc. but their extensive records aren't online.http://www.augustana.edu/administration/SWENSON/