On May 22, 2005, about 1235 mountain standard time, a Robinson R44, N963JM, made a soft landing in an area of scrub brush near Sedona Airport, Sedona, Arizona. The pilot was operating the helicopter under the provisions of 14 CFR Part 91. The private pilot and one passenger were not injured. The helicopter sustained substantial damage to the tail and main rotor blades, and punctures to the belly skin. The personal flight departed Lake Havasu, Arizona, about 1110, with a planned destination of Sedona. Visual meteorological conditions prevailed, and no flight plan had been filed. The pilot submitted a written statement. He departed John Wayne-Orange County Airport, Santa Ana, California, about 0810, with a planned fuel stop at Lake Havasu. The flight to Sedona was uneventful. He made an approach to the transient helipad. He reported that the helicopter was about 80 feet above ground level (agl) and on short final when the helicopter lost effective translational lift (ETL). He stated that due to the high density altitude, the helicopter would not hover out of ground effect. The pilot continued that neither he nor his passenger heard the low rotor rpm warning horn. He aborted the landing and tried to regain ETL. The helicopter continued a slow descent. About 20 feet agl, he attempted to flare and applied full collective. He said that he made a soft landing into an area of small trees and scrub brush. The helicopter remained upright, the engine was running, and the blades were turning. The pilot and passenger exited the helicopter without injury. Sedona Airport personnel reported that the temperature at the time of the accident was 36 degrees Celsius and the density altitude was 8,000 feet. The pilot stated that there were no mechanical issues with the helicopter.