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Assuming it CAN only pick a short portion of a curve or edge, turn off your pre-highlighting and use the Old School (and superior) "query-select" method, and it'll allow you to pick just a part of the curve. n-sided meshes are great features, but tricky to use (clunky interface), and even trickier to set edge conditions (tangency, etc.).
Best of luck!
I think I am correct in saying you cannot pick the curve in the way you wish to. With this N-sided surface feature all your curves needed to trimmed (made the correct length) in advance. Each curve picked must be a single entity so it maybe be necessary to create approximate curves in advance so there are no internal vertices along it's length, only the ends. Your curves can be picked in any order but the system does't necessarily keep this order if my memory serves me correctly. Its been a while since i had cause to use this feature but i have had some very good results with it in the past, its just a nightmare to work with & not in keeping with the latest interface, all menu driven, which is a great shame because this is one of Creo's best kept secrets. In fact, i bet most users don't even realise this tool exists.
John