I actually only own A Distant Thunder and 'Twas The Night Of A Helish X-Mas (which is a terrible sounding live album) on CD, the rest I have are on tape. I don't own anything with a tape deck anymore so I've been trying to get everything on CD for a while now. I found A Distant Thunder on CD about 6 months ago for $0.25 at a Goodwil shop in Boston!

Wish I could find them all like that. Hahaha.
I also recently found Transition by Destiny's End (another Helstar-like James Rivera band), which is quite good.
Lizard, go to their website and listen to the songs, there are like two from each album (
http://www.helstar.com). I'm not sure I would call them progressive, but they do have some progressive tendencies. They're more thrashy power metal to me with some EP-era Queensryche elements. Great 80's thrash band, but Multiples Of Black (1995) is my favorite album by them, though it's essentially a CD by Vigilante—James' post-Helstar band—released under the name Helstar since James at this point was the only original member and couldn't get anyone interested in Vigilante, so he slapped the name Helstar on it and voila! Label interest. Unfortunately it's wicked hard to find. :(