Health insurance gap after a layoff - any advice?

My employer coverage ended at the end of the month and I am trying to work out what to do as an electrician's helper. I am in Milwaukee, in case local advice matters. The COBRA notice arrived with a very high price. Is there help filling out the forms?

Thanks for writing this out. I went through something close to it 13 months ago, and it got easier once I kept a simple log of every call and form.