The Gunn-Peterson effect predicts that an absorption trough should be associated with any resonance line arising in the intergalactic medium (IGM), extending blueward of the line in the QSO's rest frame. We show that such an absorption trough will not generally have a sharp edge at the QSO's redshift but should develop gradually toward shorter wavelengths. This proximity profile of the Gunn-Peterson trough arises because diffuse intergalactic gas in the vicinity of the QSO is more highly ionized than the general IGM. We consider the case of a uniform IGM in approximate photoionization equilibrium with a metagalactic UV background and investigate the proximity profile of He II lambda 304, which might be observable in QSOs with z(Q) similar to 3. Assuming the QSO continuum extends beyond the He II ionization edge, the proximity profile has a characteristic width of Delta z(p) = Delta lambda/304 similar to 0.1f(L(31)(Q))(1/2)(Omega(I)/Omega(b))(-1), where L(31)(Q) is the QSO Lyman limit luminosity in units of 10(31) ergs s(-1) Hz(-1) averaged over the past similar to 10(7) yr, Omega(I) is the IGM density near (less than or similar to 10 Mpc) the QSO, Omega(b) is the normalized baryon density predicted by standard big bang nucleosynthesis, and f is a factor of order unity which depends weakly on several other factors. Application of this result to the reported detection of the He II Gunn-Peterson effect in Q0302-003 (Jakobsen et al. 1994) suggests that Omega(I) approximate to Omega(b), some three orders of magnitude larger than the minimum density that may be inferred from application of the ordinary Gunn-Peterson effect to this QSO. Future observations of the He II proximity profile at higher resolution and signal-to-noise ratio in several QSOs should provide the means to measure the IGM density accurately.