Create a straight CV or EP Curve. Rebuild the curve with a fairly high number spans (e.g. 36). Modify the curve using the curl option with medium settings (e.g. amount=1, frequency=1). Create a nurbs circle at the base of this curve and extrude along the coiled curve. You can set the extrude to result in polygons.

Alternatively, create a poly cube with one dimension about 1/3rd of the other two (e.g. height=3, depth=3, width=1). Smooth the cube with a subivision level of 1 to create an octaganol object. Select four faces on one side of the "cube" and extrude them out (recommend using global vice local) with multiple division and a twist.

Sound to confusing? E-mail me and I'll send you a scene file with examples.