This is a very straightforward way of asking for help. Use this when you're speaking to someone you're close to, like a family member. Avoid asking strangers and friends for help this way. A better way to ask is:

Could you help me with this?

Adding "please" to the end of your request actually makes it sound a little less polite in this case. Here are some other examples of "please" used in an angry or impolite way:

Can you wipe that up, please?

Can you just stop it please?