Creating a "Tarp" (Wrapping a closed datum curve)?

I'm basically trying to create a surface that looks like a tarp over the geometry. Basically to take a rectangular surface and "drape" it over geometry.

I've tried a number of different techniques, and using Wrap is the closest I've gotten, but it's still not quite right.  The reason I was using wrap was I wanted to keep the lengths of each edge of the tarp a fixed length, and then have them just end up wherever they go.

However,  when I try to do this, I can't seem to get the beginning and the end of the curve to match up. Creo seems to be trying to force the sides to be horizontal, when they shouldn't be.

I tried using a spline to as an experiment, so that I just had a single curve, but there was still the discontinuity at the beginning/end point. Is there any way to force the wrap to keep the closed shape of the original sketch? I've played some with the Center option and a sketched coordinate system in the wrap command, but I haven't quite figured out exactly how that works, and the help doesn't really explain it.

Does anyone have any suggestions? Is there some other method I should be trying?

Thanks!