The single-engine helicopter was conducting a round-robin flight between two offshore oil platforms. On the return flight, the pilot heard an unusual noise followed by "pronounced roughness in the tail rotor system." After a few seconds the roughness decreased and the pilot determined that the tail rotor was still functional. After landing, the pilot performed a post-flight inspection of the helicopter and discovered a metal wire wrapped around both sides of the tail rotor. Post accident examination revealed structural damage to the tail rotor blades, the tail boom, and the lower portion of the vertical fin assembly, including the tail skid. According to the pilot's statement a 3-foot-by-4- foot sunshade used to protect the cockpit windows, departed the helicopter during the flight. The pilot reported that he had failed to properly secure the sunshade prior to takeoff, which inadvertently exited an open window and became entangled in the tail rotor system. The 11,944-hour airline transport rated pilot reported having accumulated 375-hours in the same make and model helicopter.