I did similar...I duplicated the curve (after snapping it to the grid to make it planar) then loft then convert to poly with 'control points' as the conversion setting. Just a bit of advice...when you are either creating a curve or even a poly (create poly)...try to make sure that when you create points...and then you create them on the other side of the object...make them opposite each other..especially on arcs. This will make it so much easier when you convert or to use the split poly tool to join them up.

cheers bullet

P.S if you convert to polygons..before you do it reverse the surface on the NURB otherwise you will have to reverse the normals on the poly.