dupliframe and make faces

I dupliframed a mesh circle (distorted) along a bezier curve. I made all dupliframes real and joined them. Now I am struggling to skin that model. How do I make faces between these circles? Shift-F will create partly wrong faces, that is, it will connect some points horizontally and not vertiacally along the extrusion axis:
http://img109.imageshack.us/img109/7379/dupli8bl.th.gif

This is the kind of thing you should use Surface NURBS for.

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I thought about NURBS, and I actually tried to make a geometrical shape like the above with a surface NURBS curve, but i couldn´t. I haven´t worked much with them at all, they are kind of weird to me :confused: . Is it at all possible to form geometrical exact shapes with them? My cross section consists of 4 circles that are combined where they intersect. It was very easy to construct this with mesh circles, but how would I do that with NURBS?

In my case (with the mesh object), I found the BridgeFaces script helpful. It did almost what I wanted, only that I couldn´t select all the loops at once, only maybe 3 or 4 at a time.