Hi blade33ru, what you really need to select for Blend are _edges_ not just plain curve objects.

If you have some of the generator curves still sitting around that you used to create the surfaces, those are probably sitting right on top of the surface edges that you want to select. If that's the case you'll need to select those original generator curves first and either delete or hide them to get them out of the way so that it will then be possible to select the edges that you want to blend.

- Michael