mousi,
One solution to your problem may be to use bridge curves. They would not create an extrusion as you asked for, but they can be used to create sheet bodies, which can be used to create your solid. Or you may find it simpler to use bridge surface to create the needed geometry. As with most things in UG, there are several ways to accomplish most things. Use the UG help documentation to walk you through bridge curve, bridge surface creation. I hope this helps!