1. Use the Spline tool to draw four boundary curves. The number of steps need not be the same in any of the splines, but the direction of the opposing curves (front/back and left/right) should be the same. If not, the resultant shape will have a twist.
2. Arrange the curves such that they define a boundary. The corners need not touch, but the closer they are the better.
3. Select the four boundary curves, making sure to select them in clockwise order.
4. Click Shape in the main tool palette.
5. Click 4-Side Blnd in the lower tool palette.