Hi Miguel, that's a cool design!

Some kinds of curvy designs that are more totally organic in nature and not easily defined by a set of profile or cross-section curves can actually be better to do in a Sub-d type modeling system (for example, Modo, Silo, Maya, XSI, etc...) rather than in NURBS actually.

The Sub-d workflow incorporates more of a sculpting like method of manipulating the 3D point cage, pushing and pulling mesh points around.

The NURBS workflow is more based off of a kind of "drawing" like approach where you draw profile curves and use them to construct surfaces.

The design you show there could possibly be best done with a kind of hybrid approach, with a sub-d tool used for the outer surface shell and MoI NURBS used for the stuff with articulated joints, protrusions and the more mechanical type aspects.

It's a good idea to start initially with some more simple projects to begin with to get accustomed to MoI's toolset.

One good initial overview is to watch the video tutorials here:
http://moi3d.com/1.0/docs/tutorials.htm

- Michael