I'm following along a tutorial where the instructor is able to simply select a NURBS circle, shift -select the curve, and then extrude from the surfaces menu. The surface correctly follows the entire path of the curve.
For some reason, mine does not do that. It always extrudes in some random direction or orientation. I am able to make it work by positioning my circle at an end point of the curve, perpendicular. But that's time consuming.
My settings in extrude are: