Start in front view create an arc no fill, convert to nurbs.
Top plan mirror 90? & duplicate in place.
Duplicate array given distance.
Left isometric view use Loft surface tool to create the two
separate nurbs surfaces.
Click on the first two nurbs curves a red line will appear hit enter or
click the green tick in the tool bar a window will appear and okay.
Repeat for the second set of nurbs curves back to top plan and mirror first
nurbs surface.
(Sometimes it goes funny, undo repeat the steps but click the next button
before okaying)
Have fun