Hi Gordo, so when you extrude a curve it will only get end caps if the curve is closed and also planar. But you can also extrude a surface instead of a curve and when you do that it will get capped.

So probably try something like trim your surface with your curve (you don't need to project it as a separate step, Trim can do projection built into it) so that you have a small surface fragment and then extrude that surface fragment.

Check out here for some links to examples:
http://moi3d.com/forum/index.php?webtag=MOI&msg=9335.2

Let me know if that isn't what you needed.

- Michael