The Variable Section Sweep tool is very powerful and looks good in the Wildfire UI but judging from your description it doesn't sound like the best tool to use.
The best option for what your describing is the Blend Feature. Of course depending on the Wildfire Version you are using this may not be dashboard driven.
In WF2 you have to select whether to make the feature a Surface or Solid, and whether too add material (Solid Protrusion) or remove material (Solid Cut). You will get all these choices from the insert menu.
Insert -> Blend ->
Insert Menu
Blend Options Menu
Surface Blend Attributes FDUI Feature Definition User Interface Old School Pro/E
If you are unsure I sugest creating a surface which you can later solidify or just to learn how to do it, or you can just select to make it a solid feature.
Feature: Blend
Type: General
Section: Select Sec
There are 3 types of blends but the general type is the most powerful and easier if you already have your sections.
One thing to keep in mind is that each of your sections must have the same number of section entities. If you were blending a rectangular section to a circular one the circular section would need 4 arcs in the wireframe section.
If you are on Wildfire 2 or earlier you will see the old feature creation window on the right side of your screen. This gives you a bunch of options which you can double click to activate or select the option and hit the define button.
When selecting your sections Pro/E will show an arrow which indicates the start point and direction of each section as you set it up. Make sure these are close to the points you want to blend between. If you have used Lofts on other softwares then this should be very similar.
Once you pick all the entities for the section hit Done.
Then you select the entities for the second section and hit Done.
When you are prompted to add section enyer Y for Yes.
On the next prompt hit no to end the section selection.
Good luck,
Michael