Ok, here´s how it worked.

• Create both curves. Make sure you rebuild them to have the same number of spans. (perhaps this is needed, I always do it -for the sake of parametrization anyway-)
• When creating both curves make sure you snap their first CVs, (like the image). I suppose this is some cheating way of making them intersect (since there is a real intersection going on at that point, but it seems to be the only way I could make it work.)
• Now select both curves and apply the Intersect Curves Tool.

If you look closely, you can see I changed the tolerance setting there. Since I don´t know how to use the tool effectively I didn´t want to start playing with tolerances.

By the way, When you do it, pick whichever curve suits you more and move it. See how the intersection points move? Well, here´s the deal, You can point constrain a CV for a new curve to those intersection points! Great posibillities!