Well... NURBS have to be the worst thing you can possibly try to use in MAX period. I used to have problems in R3 with NURBS, and 4.x isn't much better. 5.x isn't really either. Try another method I say. Like they say: "Box modeling + MeshSmooth + MeshSmooth + MeshSmooth = perfect model"
Don't stress. If you really are interested in NURBS (I know I sure was) try a program like
Rhino. Maya is also really good with NURBS (or so I've heard). They really are weird little modeling thingers, and it's fascinating that they CAN work, they just generally DONT when it comes to MAX.
Good luck.
Oh, and by the way, you can get more help from some of the other folks starting G-3D. Look for JabX's posts. lots of pages. They're having a logo contest right now until friday.