As I cannot see what it is you are modeling, I cannot give the most spectacular aid one could recieve. However, from your wording and description of the situation, I'll do my best to give you a couple things to try out; I hope these ideas are of some help.
Start off with a completely blank scene.
First method:
1) Create a basic polygon plane, with width and length subdivisions set to 1.
2) Create a curve (EP or CV; your choice) that starts at roughly the center of the plane, and extends off of it; make this however long you like.
3) Select the face that makes up the plane, and then shift-select the curve.
4) Extrude the face.
5) In the channel box, crank up the divisions, and watch the result in the viewport.
Second method:
1) Create a basic polygon cylinder; bring its subdivision axis down to 8 (for the sake of this demonstration).
2) Select all the faces that make up one of the caps.
3) Change your component selection to edges, and shift-select one of the edges that border the faces you have selected.
4) In the modeling menu set, choose Edit Polygons -> Wedge Faces -> Options.
5) Leave the wedge angle at 90 degrees, and change wedge divisions to 3.
EDIT:
Using the first method is handy, because if you do not delete the history of your geometry (the one you performed the extrude face on), you can select the curve, and adjust its shape and position, and the geometry will follow.
Depeding on what you will be doing with the model, this can also bite you in the rear if you're not careful with what you do; if you move your entire model (not just the section with the extrusion), make sure you move the curve with it.
Last edited by severinianthony; 14-04-2007 at 09:02 AM.