We investigate the spatial evolution of an intense laser pulse as it generates high-order harmonics in a long gas cell, filled with 80 torr of helium. A thin foil separates the gas-filled region of the cell from a subsequent evacuated region. The exit plane of the gas cell can be scanned along the laser axis so that the evolution of the laser throughout the focus can be observed (full scanning range of 9 cm). We constructed an apparatus that images the laser radial energy profile as it exits the cell. The high harmonics, odd orders ranging from 45 to 91, are observed at the same time that the laser spot is characterized. Re-absorption of the harmonics within the gas cell restricts the region of harmonic emission to the final centimeter (or less) of the cell. We present the first direct evidence (to our knowledge) of laser filamentation under conditions ideal for high-order harmonic generation. The 30 fs, 4 mJ, laser pulses were observed to undergo double focusing within the gas cell, with about 4 cm separating the two foci. The region with best harmonic emission occurs midway between the two foci. The radial profile of the laser focus, 150-200 microns in diameter, evolves from a Gaussian-like profile to a more square-top profile as it propagates over several centimeters. The filamentation phenomenon as well as the brightness of the harmonics improves when an aperture is partially closed on the laser beam before reaching the focusing mirror. A spectral sampling of the imaged laser focus revealed a 4 nm blue-shift associated with the generation of plasma in the gas cell. The blue-shifting occurs primarily in the center of the laser beam and less at the wider radii. The initial laser pulse had a spectrum centered at 800 nm with a 35 nm bandwidth. The energy associated with each of the observed 26 harmonic beams was found to be approximately 1 nJ, yielding a conversion efficiency of approximately 2e−7.