|MadSci Network: Biophysics|
There are no special physics behind holding onto the leg of a helicopter.
The helicopter flys by virtue of the reaction force occurring from its throwing air down at a prodigous rate.
Holding onto a leg of a helicopter will result in the helicopter having your weight added to it, but otherwise if the helicopter is powerful enough it will just lift you with it.
It doesn't make any difference whether you are inside the cabin of the 'copter or hanging off its leg.
Try the links in the MadSci Library for more information on Biophysics.