Captain Save-a-hoe is more about the almost instinctual drive that some men have to try to "help" their way into s*x with women. The general feeling is, "Oh, here is a poor girl who is down and out and just really needs some white knight to come along and save her, and I can be that knight!" I don't know where exactly it comes from - I can't say if it's years of brainwashing from movies and TV or what but I can't recall any of that off the top of my head, yet even I have caught these kinds of thoughts rattling around my head in certain situations with certain girls.
If a girl asks you for advice, or vents to you, there is nothing wrong with listening or giving the advice. Just know that in doing so, you are not going to cause her to gain or lose attraction for you. Advice and listening can't be exchanged for s*x.
When you listen, or you give advice, you are giving, and she is taking. Be conscious of this. It's ok to give a little and take a little, but why would you ever let someone constantly take while you constantly give? If you find yourself doing that, it's probably simply because she's hot, and you want a chance at her. Nothing more. But that isn't a successful strategy.
Some women will ask your advice or vent to you as an ice-breaker, or as a way to see if you are a complete D-bag who couldn't care less about what she has to say. If you listen well and demonstrate you are a decent person, you can take that opportunity to transition to seduction.
Lastly, avoid anyone who wants to vent and complain all the time. Trust me.