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You are not missing anything. That is what happened.
They are doing some stuff out of order though in the show. In the books, they escaped the first assault on the group. Fire happened. Arya gives the axe to the criminals in the cage. Gendry, Arya, Hot Pie (fat kid) and Lommy (the kid who got stabbed in the throat), escape. Lommy's leg was injured like in the show, and slows them down a bit. In the books, Gendry doesn't confront Arya about being a girl until this point, while they're out on watch one day. But eventually, they are captured by soldiers under the command of Gregor Clegane (The Mountain). In the books, it is at this point that Raff the Sweetling stabs Lommy in the throat with a spear after finding that they'll have to carry him as he can't walk.
I believe the guy in charge of the group that attacked them was Ser Amory Lorch, a knight who is also a bannerman of House Lannister.
So basically, they just combined the two events. Not a big deal, as this stuff all happened pretty close to each other. In the books there was just a bit of character development between the two events. But yeah, that bit with the helmet and Lommy didn't happen in the books IIRC, so it was added to give closure to the situation I think.
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