mmm in NURB's you don't really be able to get away with 'attaching' as you do with poly's. Can't really expect to have a single object in result.

As long as the edge curves share the same position in space you don't really need to anyhow. You can't get hard corner edges in NURB's. Infact it is a devil to even get a straight plane.. you need at least four CV's on each side of the darned plane!

If you go to the NURB's primitives and create a Nurb's cube you are going to notice that it is not one single object but actually six planes just grouped together.

The best you can do is probably to parent the floor to the sides or visa versa. If you want them to be ONE peace as you select them and all (At least if you select the parent)

Annoying I know.. but they are going to stay the way they were created.