you don't need to have the curves be one piece like that. What it really means is that all the ends of all the individual curves meet. (well, they have to be planar too, but that's easier to account for). The best way to do this is to slide the first cv of the next piece along the curve during creation. - hold 'c', and it'l 'ride' the curve, and 'stick' at the end (a little). I never have any problems.
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