Round cornerned rectangular curve
 

Erm... this is probably blindingly obvious to the enlighten, but I cannot seem to find a simple way to create a NURBS curve with rounded corners.

The only way can do it is by making a rectangle and cirlces, intersecting them and them joining the bits I want.

Anyone wanna show me the easy way? If there is one...

I don't know if this is what you're after:
CV Curve Tool-> options box, change curve degree to 2 or higher.

just select both curves that you want to round go to edit> attach curves options and than make sure you have blend turned on and adjust the bias.