this is actually very very easy to do.
though figuring it out might have been a bit of a challenge I will do my best to describe what needs to be done.
The only thing that varies between using poly cylinders and using nurbs cylinders is how things are named.
If you want polys you need to make a cylinder, and subdivions to the height for the twist to work properly, if you use nurbs you add spans to the cylinder.

On to execution:
Create a cylinder at co-ordinates 0, 0, 0.
Provided you are using defaults the scale should be 1's around and the cylinder should take up 4 boxes on the grid. Change the scale of the cylinder in the y axis to 20. Change the subdivisons for height or the spans(nurbs) to 20.
Duplicate this cylinder and translate it 2 on the x axis. Select both cylinders, duplicate and translate -2 in the z. You should now have 4 cylinders equally spaced in a square-ish format.
Go into the animation module. Select all 4 cylinders and then go to Create Deformers -- Non Linear -- Twist.
Then all you have to do is edit the end angle and you have 4 twisted wires.
If you are interested in things like phone wire which have twisted pairs the idea is the same. I would recommend the use of nurbs but use 2 cylinders side by side. Apply the twist to them. Delete history and duplicate them so that they are side by side. Then apply a twist to them and you should have 2 pairs of twisted wires nicely twisted around each other.

I hope that helps, Let me know!

-Cheers
-Alexander