I agree that you need a newer version, but basically you would need to focus on using a loft function to accomplish that.
fist pick the Front plane and sketch a circle.
On the top line construct two separate rectagular sketches each with a contruction line corner to corner and a pierce relation between the midpoint of the construction line and the circle in sketch 1 orient the rectangles so that they appear parallel (on the long side) with circle.
On the RIGHT plane, create two more sketches with the same diagonal contruction line pierced to the circle. have thes sketches appear perpendicular to the circle.
Create the loft by picking each section at a corner,pick the corners of each subsequesnt section in a fashion that showns the proper "twist" to create the desired effect.
Hope that helps
Jon
