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I've done all that with no problem in XSI - just what do I do to attach the two curves making them one?
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Select one curve. Do Create > Curve > Merge
You'll notice that your curve turned yellow.
Drag a selection rectangle around the point of this curve that you want to be merged with the other curve. The point turns right.
Now click on the second curve (it becomes yellow too). Drag a selection rectangle around the point you want to be merged with the first curve. A new curve is created.
Play with the settings in the ppg. Don't forget to freeze the new curve to break the relationship between it and the former curves.
Personally I don't like the way XSI create the new segment, I strongly suggest that you experiment before doing any serious use of the Merge Curves tool.
Hope this helps
Salutations - Cheers
Bernard Lebel