Previous nonlinear fundamental pulsation models for classical Cepheids with metal content Z <= 0.02 are implemented with new computations at super-solar metallicity (Z=0.03, 0.04) and selected choices of the helium-to-metal enrichment ratio DeltaY/Delta Z. On this basis, we show that the location into the HR diagram of the Cepheid instability strip is dependent on both metal and helium abundance, moving towards higher effective temperatures with decreasing the metal content (at fixed Y) or with increasing the helium content (at fixed Z). The contributions of helium and metals to the predicted Period-Luminosity and Period-Luminosity-Color relations are discussed, as well as the implications on the Cepheid distance scale. Based on these new results, we finally show that the empirical metallicity correction suggested by Cepheid observations in two fields of the galaxy M101 may be accounted for, provided that the adopted helium-to-metal enrichment ratio is reasonably high (Delta Y/Delta Z ~ 3.5).