to create the model out of splines you need to first select the four(or three) intersecting splines (they must be selected in the correct order ie clockwise or anti-clockwise, or else you get a error message), and use the spline patch tool (defult keyboard short-cut control+F). to patch it.
soemtimes the polys are created inside out, if this occurs select them and press "f" to flip them.
hope this helps
also
www.splinegod.com has some cool video tuts on splining.