Joyric,
If you are using 2001, you must hold down control when creating or dragging endpoints in a style curve to allow them to snap to other geometry. When a cirle apears around it, it is contrained to a line entity (curve or edge, for example). When a square appears around the point it is constrained to a surface. When there is an "X" through the point it is fully constrained to a point or vertex.
The same applies for WF and the WF2 beta except the Control key is replaced with the Shift key.
If you want the curve to connect to the exact endpoint on another curve you can constrain it and then drag it (not holding control) all the way to the end.
Another way to do this is to create a datum point on the curve you would like to snap to and ensure that the location on the curve is 0 or 1 (when using length ratio). Then contrain the curve in style so it has an X through it. I do this to prevent myself from making mistakes sometimes.
Hope this helps...
-Mark
(p.s. Try not to post in all CAPITALS...)