sven is absolutely right - get under the goo and stay there. Go to the rig and land. Have your CP identify and fight the fire, you confirm all steps prior to committing to anything. Shutdown a running engine only as a last resort - the fire won't go out, and smoke and heat assure you it is a fire.
If the fire goes out, take your time, land on the rig, or if you can't because your performance won't let you (wrong combination of wind and deck angle) get the rig boat ready and ditch next to it.
Even if the fire goes out, don't fly an extra 50 miles IFR with a burnt helo and one engine, and don't fly 50 miles across the water under the clouds on one engine.