Couldn't open your model I'm using Wildfire 4 but if you post a picture or a Neutral *.neu file from Pro/E it can be opened in earlier versions without the geometry not broken into Parametric groups. Most of the time uploaded pictures are better to post because whatever version each of us is on won't matter and we can make our own versions of Parts shown in pictures.
If the curve is 3d you should use the Swept Blend option which was improved or WildFirized in WF3 or WF4. This works well for equation driven helix curves or Curve by 2 Projections Intersection
If you are doing a regular 2d sketch for your sweep you want to make sure that your section curve Cross Section doesn't violate the minimum radios of the sweep path.
