We present some Lancret-type theorems for general helices in the three-dimensional Lorentzian space forms which show remarkable differences with regard to the same question in Riemannian space forms. The key point will be the problem of solving natural equations. We give a geometric approach to that problem and show that general helices in the three-dimensional Lorentz-Minkowskian space are geodesics either of right general cylinders or of flat B-scrolls. In this sense the anti De Sitter and De Sitter worlds behave as the spherical and hyperbolic space forms, respectively.