What am I doing wrong? (skinning)

I keep getting “ERROR: Can’t create segment” no matter what I do.
I create a closed NURBS curve with 8 points in it.
Drop out of edit mode. Shift-D to duplicate. Move it a bit. Repeat 3-4 times.
Select all the curves. Ctrl-J to join.
Back to edit mode. Select all the vertices.
F key. “ERROR:Can’t create segment”

Am I missing a step?

You have to use Surface Curves, not nurbs curves for this to work.

Knew it had to be something easy like that.