It's a good sign when Henry gets a duck! (4)
I believe the answer is:
halo
'it's a good sign' is the definition.
(I've seen this in another clue)
'henry gets a duck' is the wordplay.
'henry' becomes 'hal' (short for Henry).
'gets' says to put letters next to each other.
'a duck' becomes 'o' (resembles zero - 'duck' in cricket).
'hal'+'o'='HALO'
'when' is the link.
(Other definitions for halo that I've seen before include "Aura representing saintliness" , "Circle over a saint" , "Symbol of sainthood" , "Ring of light (signifying holiness)" , "Holy ring" .)