You won't be able to attach them together. That's the limitation of NURBS. If it looks ok in your view, but is faceted in the render, that means you need to increase your tessellation for all your pieces.

The quick, easy way to do this is to select them all and go to Window > General Editors > Attribute Spreadsheet.

Click on the Tessellation tab.

You'll want to play with the settings, but the settings I use is to turn Explicit Tessellation (also called Advanced Tessellation) ON. Curvature Tolerance to HIGH quality. Use Chord Hieght Ratio OFF.