A method to control plasma particle and energy confinement in the TJ-II Heliac device is reported. A small toroidal current is induced in the plasma with the aid of a 0.2 Wb air core transformer. Plasma particle and energy confinement improve (degrade) with negative (positive) plasma current. For typical TJ-II discharges, plasma density and temperature profiles broaden considerably when plasma current is sufficiently negative, accounting for a 40% increase in stored energy. The experimental results agree qualitatively with the paradigm of instability growth rate modifications with magnetic shear.