It looks like you just don't have the correct extrusion settings (see the attached screen shots and just remember to select all the radio buttons on the right).

A couple other things to note:

1. look at the edit point placement before the extrude (I turned on the display so you see the X). Notice that after the extrude there is a profile at each curve point. So if you are getting odd sheering then rebuild the path curve before the extrude to add more or less control point and you can control the number and placement of sections.

2. If you want to produce polygon extrusions I would suggest you select - type: Quads, tessellation: general and then per span# of iso params = 1 for both u and v. This will give you a 1:1 conversion of what you see in the nurbs topology to the poly topology.

cheers
-rick

One other thing be careful if you have history on the path or the profile. Basic creation history is useually not and issue but if you make changes by adding control points or such then you can get odd results. when in doubt just delete history before the extrusion.