I dunno how good r u at maya...but i will try to make this as painless as possible

This pics r numbered so follow them as ordered!

1. Go to side view.
Create>Cp Curve tool(Reset the tool OR make sure that the Cp curve settings is 3 cubic)
Then draw a curve like the pic.I like to have four points at the rounded parts.It helps me to have a better control.
Then move the pivot pt of the curve at grid.(Snap it to the grid. So u can revolve that with respect to that grid).



2. Then go to SURFACE menu.
Surface > Revolve(make sure to set the setting as default)

...u have made it!!

3. now comes the part to make it look better.
Selecting the surface by right clicking on it.
Select Hull.


4. Now select according to the figure.To make sure if u r selecting the right ones.. go to resize tool to make sure the direction of the handle and viewport is same.


5. Now drag the x and z handle to make the closet more like a four sided rather then circular.
Play with it until u r satisfied!


6. Now the final part.
The history(i guess u know the meaning of this term in maya) of the surface is still attached with the curve.So, u can still tweak the curve to make necessary adjustments.


hint: to make sure that u settings are all at default configuration..u can go to maya folder in the documents folder.In the folder naming the version of the maya ur using delete the "prefs" folder...this folder contains all the modifications u made in maya.Deleting this folder means there is no history of ur maya use(beware it removes all the settings u have made).So it creates a default one.

7. Have fun...