This was done to create a tornado effect. For details on the tornado, check out the tutorials. To create the spring, though, here's the steps:
1. First, create a curve going straight up from the origin, with a CV placed about every 2 grid lines or so (using a default grid arrangement).
2. Create a Nurbs Circle. Make the following changes:
Translate X : -.5
Rotate X : 90
Radius : .04
Sweep : 90
Sections : 3
3. While the Circle is selected, press Insert (above the Delete key on the keyboard) and Grid Snap (X) the pivot of the circle to the origin.
4. Now, select the Nurbs Circle and then the Curve in that order. Go to the Modeling Menu Set and Surfaces > Extrude. In the Channel Box, under Inputs, make these changes:
Fixed Path : ON
Use Component Pivot : ON
Use Profile Normal : OFF
Rotation : 5000 (adjust this for number of twists)
Scale : 6 (if just straight spring is wanted, leave at default)
5. Select an isoparm on the spiral surface and go to Edit Curves > Duplicate Surface Curve. You now have a spring-shaped curve.
Been a couple versions since I did this, but hopefully it still works the same way.