Hi Shaun,
I would question your policeman friend some more. How can he say that they cannot nick you for using projump stilts on the pavement, then say that they CAN nick you for not wearing a helmet???
Whilst I am unaware of any laws preventing the use of stilts on public pavements - I am pretty sure there are NO laws on wearing a helmet whilst using them... like pedal cycles, it is recomended by everyone of course - but ultimateley it is down to the users discretion, no law involved.
Steve