Make sure that the 'Curve Rule' is not set to one of the 'Edge' options or if the curves are not features (they the old 'Basic Curves'), that you don't have it set to 'Feature Curves'.
John R. Baker, P.E.
Product 'Evangelist'
NX Design
Siemens PLM Software Inc.
Cypress, CA
If you're running NX-5 ten when you go into extruded look at the pull down for the profile type which at first may default to inferred curves, change it to one of the other more appropriate options and I think it may start to behave for you.