The most common and most likely answer to this crossword clue is the 4 plus 6 letter word PITH HELMET
I've seen this crossword clue in Independent
P
I
T
H
H
E
L
M
E
T
Buddy explains!
The straight part
We know that "It helps to keep a cool head" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case it helps to keep a cool head = pith helmet.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.