Most of the helium gas used to fill balloons is a mixture because commercial helium is seldom pure. Usually, it contains impurities in the form of nitrogen and oxygen gas. However, the helium present in this mixture is also a substance.
According to About.com, a mixture consists of two or more substances that have been combined while retaining their chemical identities, so the presence of the two is not mutually exclusive. Helium is a noble gas, and the noble gases are very stable and unreactive, only reacting with other substances under extreme and unusual conditions. Its extreme stability makes it useful for practical applications beyond simple balloon gas. For example, a mixture of helium and oxygen, known as heliox, is commonly used by SCUBA divers on deep dives to avoid both oxygen toxicity and nitrogen narcosis. Divers can breathe helium without ill effect because it is unreactive.