The heterozygous advantage generally lowers natural selection against the carriers of mutated alele, because it helps them to survive some specific conditions (which have to have some major impact on the survival rate). This means these individuals have bigger chances of reproducing, which means spread of the alele.
Sickle cell anaemia is one good example in countries with big incidence of malaria (caused by a protista plasmodium falciparum). This parasite reproduces itself in human Red Blood Cells (RBCs), destroys the cells and releases its sporozoits (which can infect other RBCs and the cycle continues). This massive destruction of RBCs is called haemolytic anaemia. Without enough RBCs and haemoglobin, the organism isn't able to function properly (falls ill in malaria).
Individuals which are heterozygous for HbS alele (which in homozygous state causes sickle-cell anaemia) can catch the parasite, but the chances are bigger, that the infected cells will be phagocytized by macrophages and the parasite will be unable to reproduce in them. Illustration Therefore the chances are bigger that they will survive the infection by plasmodium, therefore they can pass their genes (containing HbS gene to the next generation. (The whole process is a bit more complicated by presence of other genes, some details can be found here, but this mechanism seems to be the most important one.)
In general, many homozygots for "normal" Hb alele die as a result of malaria infection, most homozygots for HbS alele die for sickle-cell anaemia. So the winner is heterozygous conformation, which is saved from both. This influences the frequency of HbS alele (it makes it higher until this effect gets balanced with the effect of selection against HbS alele because of too many homozygous individuals with sickle-cell anaemia)
Another good examples in European population are heterozygozity for CFTR mutated alele, which helps during epidemics of cholera. Vibrio cholerae which causes this disease modifies the effects of G protein pathway for release of some ions (and water) into the lumen of intestine, which causes massive diarrhea. Specific mutations in CFTR gene deplete its function (the transport of Cl-) which in heterozygous conformation lowers the loss of water, which is the main cause of death in cholera, therefore helps the individuals to survive. Homozygous conformation however results in cystic fibrosis.
Hope this helps. :)