jimf671
I've heard of such devices, but I guess the issue for a slung load (other than cost, weigh and complexity) might be that any control system that applies a torque to the load has got to react that torque against the helicopter.
I believe the US Army have looked at active fins/flaps on container loads, but these concepts never seem to be too successful. A new idea I've seen recently is a sort of cup anemometer device on the strop to increase damping.