Well ive been doing it as I have done in older Maya versions,
Make a cv curve and rebuild it line it up where i want and make sure the shape is accurate for me.
Make a cylinder with some height to it.
Select curve first
Shift select cylinder
Then put the cylinder into face mode, here in Maya 2011 this makes the curve turn "green" grrrr, anyhow u get around that with shift selecting the first face and then the rest of them you need which turns the curve back to its former white selection.
Open extrude box, reset tool, select amount of divisions and hit apply.
Ive removed the faces and left over rubish on that one I had that issue with and tidied it up, its fine now but the whole process should of been done again in a much more faster manner
So thats how I have always done this execution but some reason there seems to be some oddness with the cylinder I am guessing with its size or how many faces maybe etc etc, this though is only a problem for me in Maya 2011..
Again take it as a pinch of salt, im getting older and I do have alot on at home right now so could be user error
p.s the RMB options for selection seem to be very odd in 2011 in my other thread this was mentioned by another how its a bit weird with its back and forth to object mode regarding F8!!..
Prob just need to get my head around some changes here I dunno?