Hi Kevin,
Assuming you mean a square surface on one plane to a round surface on another parallel plane.
Best way? There are a number of ways but the one usually taught as part of using Blends is to use the Blend tool to select both perimeters in your sketches BUT you need to have the sections at each end with the same number of sides and these need to line up and the direction arrow needs to be the same too. Means that you can use edge for the square easily enough but need to break the used circle or sketched circle into four pieces and the breaks should line up with the comers of the square. If you are unfamiliar with the blend tool the trick is to look for the toggle between the two sections. Hope that all makes sense. If you get stuck let me know and I can probably make up a quick demo part for you (need to know which version of ProE you are on for compatibility)
You can also try boundary blend but again the different number of segments on the edges may give you a weird result. If using this method you would probably need to sketch a curve over the existing circle perimeter. This method comes more into play if you are transitioning from one shape to another shape that is not co-planar though then you need curves between the end sections to control the transitional shape. I probably use the Boundary Blend method more as it suite the way I think but that does not make it any more "right"
Hope this helps.
Regards, Brent.
