Made with Blender 2.64 test build, clay render in BI
So I followed this great 5-part tutorial by Julio Pires on this thing, link is here: [link]
Really good tutorial, interesting work with paths and nurb circles, etc. He doesn't talk or have screencast keys turned on in the last four vids, but it has a good pace and it's not that difficult to figure out, which is nice
Give it a shot!