A couple of steps for doing the revolve: See that curve that Tony highlighted in yellow above? Get rid of everything else except for that curve (select all the other objects and then use delete).

Now to create a revolved surface from that curve. To do that select the curve and then run the Construct / Revolve command.

Now MoI will ask you to pick 2 points in sequence to define the revolve axis. In this case you want to pick the 2 points to form a vertical line in the Front view, this means that your revolve axis will be going in the world z axis direction. This will create the surface that Tony showed above.

Revolve is generally your best tool for making cylindrical type shapes.

Let me know if you need some more detailed steps.

- Michael