TFS,
Yes, .................... Planes!!!!
Now for a more serious answer.
I guess I am to assume that you are asking about helicopters?
They are designed so as not to provide forward thrust, they are designed to diffuse the exhaust gases.
You must have a convergent duct to produce thrust, if you were to do this, in the example of a Jet Ranger, you would be forcing Red hot exhaust gases at the main rotor blades.
Therefore in helicopter engines the design is such that a divergent or parallel duct is used as the exhaust to minimise this effect.
Also, another point, is that if you were to look at where helicopter exhausts are, ie:- top, bottom, side etc..(also very few point straight aft) it would not be practical to produce forward thrust.
Forward thrust is proportional to N1 (gas flow) in a pure jet engine, whereas with a turbo shaft N1 effectively gives you more Torque, so high torque manoevers like heavy hovering would produce nearly as much forward thrust as flying at Max Continuous power. So in the hover situation you would be continually applying aft cyclic to counteract the thrust.
Sorry if this is a bit disjointed, but I think it will give you the general gist.
(Also sorry for the previous reply, I couldn't resist it!!)