After some experimenting I found the solution.
I added the following to my XAML :
<ModelVisual3D x:Name="foo"/>
The trick was to give it a name, ie 'foo' for example. The XAML will now look like this :
<Window x:Class="HelixTrial.MainWindow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:HelixToolkit="clr-namespace:HelixToolkit.Wpf;assembly=HelixToolkit.Wpf"
Title="MainWindow" Height="350" Width="525">
<Grid>
<Grid HorizontalAlignment="Left" Height="250" Margin="241,37,0,0" VerticalAlignment="Top" Width="250">
<HelixToolkit:HelixViewport3D x:Name="myView" ZoomExtentsWhenLoaded="True">
<!-- Remember to add light to the scene -->
<HelixToolkit:SunLight/>
<ModelVisual3D x:Name="foo"/>
<!-- You can also add elements here in the xaml -->
<HelixToolkit:GridLinesVisual3D Width="8" Length="8" MinorDistance="1" MajorDistance="1" Thickness="0.01"/>
</HelixToolkit:HelixViewport3D>
</Grid>
</Grid>
Then in the code (as per what I posted in my original question above) you can do this :
ObjReader CurrentHelixObjReader = new ObjReader();
Model3DGroup MyModel = CurrentHelixObjReader.Read("C:/Users/Roger/Desktop/cube/cube.obj");
// Display the model
foo.Content = MyModel;
Easy when you find out how ;)