Well, actually combine is extremely useful when you need to make center curves, spines, or other supporting geometry for surfaces.
I think that this is what you want to do....
NOTE: DO NOT use the "datum" option. We want everything to maintain history, per this example.
With both of your profiles displayed, insert some combine points, by intersecting the circular profile, at whatever points you wish to terminate the blend vertex. I chose to intesect the planes inside the circle sketch, and then do point intersect. this will keep everything updated, if you change the value.
Make a plane, using one point and one line. Use the vertex point, and the lines of the rectangle.
Make another sketch on the same plane as the circle sketch. It will be a rectangle, and although you shouldn't normally do this, CONSTRAIN the rectangle to be tangent on all sides to the circle sketch.
Using the planes just created, make sketches outlining boundaries for a a "square to square" transition. I have chosen to do 1/4 of the part at a time, so that I can simply apply a transformation. Go ahead and put in the surface, and use the "join" command between them.
NOTE: I forgot earlier, but you will need to extend edges (that go throug the vertex) just a bit, because you cannot create a radius to a zero value, such as a point - as would be the case if we did this - see next picture)
Use the "variable fillet" tool. Set the radius near the circle to the value of the circle radius. Set the radius near the rectangle to a NON-ZERO value, even if it's infintessimal. Hit the "more" button (still in variable fillet) and check the box next to "circle fillet." Use a spine created from the sketch planes for the circle and rectangle. Hit enter.
You can trim and transform.
If you are proficient with knowledgeware, you can tie the first radius value to the circle radius, so that you get instant updates. Even better, you can put all of the values in a design table, and make the value for the big fillet radius equal to the value specified for the circle radius. (using a simple excel formula)
Hope all of this helps.