And just as an additional note - usually with something like this where it has a 2D side profile it will produce better geometry to start with the 2D profile and extrude that out, and have that result trimmed, rather than trying to start with the 3D warped curve and trying to fill that in with a surface.

Or it's even easier to do the same thing as extrusion + trim by cutting a solid with a 2D cutting curve in boolean difference.

See here for some further information:
http://moi3d.com/forum/index.php?webtag=MOI&msg=4344.2
http://moi3d.com/forum/index.php?webtag=MOI&msg=1359.2
http://moi3d.com/forum/index.php?webtag=MOI&msg=1359.6
http://moi3d.com/forum/index.php?webtag=MOI&msg=5075.3


Basically the more that you can work with 2D curves and booleans the easier things tend to be - trying to construct surfaces directly to 3D warped curves rather than it 2D versions will make things much more difficult.

Often if you end up with wanting to build a surface like you show here it's a sign that you may be trying to build the model in a "patch by patch" basis trying to fill in a set of swoopy 3D curves, rather than constructing things as solids and cutting chunks off using boolean difference with 2D curves which is what you want to be doing instead.

- Michael