I agree with Falott with his suggestion of using poly's. A brick shape object would lend it self very well to poly's as the tools to manipulate them. But if you really want to use NURBS (maybe to get a very presice shape) you could:

1) Build the curve to the shape you want.
2) With the finished curve slected hit [Surfaces] - [Planar]
3) This should then create a new flat NURBS surface in the shape you wanted. Convert to Polygons
4) Select [Faces] on the polygon, then [Edit Polygons] - [Extrude Face] (making sure that [Polygons] - [Tool Options] - [Keep faces togther ] is selected
5) Move the new faces to the position you want, thus creating the 3d shape from the 2d plane.

Hope that helps