Thank you all, for your ideas...
This question was sent to me from a friend. He also sent me the answer from a 3dsmax newsgroup
Obviously the answer was simple.
The reason I am posting this here, is to show the power of MAX modifiers and why I keep asking/wishing for this kind of modeling history.
I mean, MoI is great, but the modifier stack that Max has, is what we all need.

So, wishlist item :

a "TWIST" command in Construct panel, because it can be very useful.
a "BEND" modifier would be nice too.

I don't know if what I say can be done, or if mentioning MAX is not good.
I would like to hear from Michael about tools like these.
I mean, if they can be added to MoI since they are applied to a solid after it is created. For example, you make the circle and you extrude it but so far there is nothing more to do with it, except boolean ops.
Is there any limitation to further adjustments of the shape?