Is there a difference between "Alpha Helix" and "Alpha subunit"?
These terms are completely unrelated. Alpha-subunit is an arbitrary name for a protein subunit in a multi-subunit protein complex (one having a quaternary structure like haemoglobin or G-protein etc).

Alpha-helix is a type of secondary structure.



Addition by David:

For those who may be unfamiliar with this, alpha, beta, gamma etc. are Greek letters of the alphabet (equivalent to English a, b, c) — also written α, β, γ. They are sometimes used in science to enumerate or differentiate between a series of related things — proteins, small molecules etc.