3D Studio Max - Splines

Here are a couple of tutorials on creating Splines

Splines
1) first you create a black doc.

2) In the Command panel, goto Create > Shapes > Line and draw a line on the canvas. Make sure that the Initial and Drag Types are set to Smooth. (I drew my line in the Left view) 

3) In the Command panel, goto Create > Shapes > any shape you like and draw it on to the canvas near the line you drew (I did this in perspective view)

4) In the Command panel with your drawn line selected, goto Create > Geometry > look for the Compound Objects > click Loft. At this point you should have more properties. Now click the Get Shape button, then select your other object. You should have this:

That's a tutorial on how to make splines.