You're going to need a combination of two things...
1) Maya's documentation has a tutorial about combining path animation with other types (they use key frames, but the principle still applies). I can't remember how to do it right off hand, unfortunately. (This is because, if I remmeber right,
2) The effect you're experiencing is probably due to the fact that your object is probably an 'Active' (rather than 'Passive') rigid body. That means that the dynamic solver is going to execute, rather than any key frames. You're going to need to set that attribute to 'off' for the duration of the path, then turn it on when it leaves the path (look in the channel box). You might be a little surprised with the results...
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