Hi Tarek, the problem with a loft like you've done here is in the end shapes, your surface will not be smooth at the ends here:



Your shape will have a kind of small flat end there with its own edge and the surface will have sharp corners at either side of that little edge. That shaping will make it difficult to blend later on. To blend things like you want the edges to blend need to be smooth to each other, not meeting up sharply like that.

It can be better to do something like this as an initially all blocky shape and then use Filleting to round off all the corners to get smoothing, see here for an example of that kind of thing:
http://moi3d.com/forum/index.php?webtag=MOI&msg=1002.2

Or another option would be to do a sort of "large sheet construction" where you build an initially larger curved sheet and then trim that to get the oval outline rather than trying to surface to the oval outline directly. Surfacing tools can tend to work better when they do generate a simple 4 sided sheet rather than trying to pinch the ends down. That would go something like this - have a profile curve and a path curve to do a sweep:






Then have a 2D curve in the Top view used to trim the outer part of that large sheet away to leave your oval shape:







Then mirror that and then do a blend to get the final shape, see the attached Shape2.3dm file for the example file.


Doing the initial surface as a larger sheet like this can help make the surface to be better quality, it's a more uniform shape and won't be suddenly pinched down at the ends as can happen if you try to directly construct a surface that follows some pinched boundary. You tend to give up some direct control with this method because some of your edges come from the trim operation rather than coming from you drawing them yourself directly, but that tends to be the more usual way that NURBS modeling techniques are based on - large extended sheets and using trimming are often times the main strategy. It can be difficult with organic shapes though.

The other main possibility with lofting would be to loft the entire thing all in one go using closed curves as the cross section and having a start and end point object ( draw curve > More > point) for the ends. Then you use the Loft style = "Loose" option. See here for some examples on that:
http://moi3d.com/3.0/docs/moi_command_reference7.htm#loft
http://moi3d.com/forum/index.php?webtag=MOI&msg=6639.2
http://moi3d.com/forum/index.php?webtag=MOI&msg=6058.1

Also organic shapes can be just a more natural fit with a polygon modeling program rather than a CAD program like MoI.

- Michael