If I'm guessing right, the analogy is you want to extrude a circle, but want the sections normal to the direction of extrusion to be elliptical instead of circular. You can accomplish this 2 ways, I'll outline the first (variable section sweep or VSS), which I like better, and can do the next if needed. Adjust this to your needs, but what I did was: Make a trajectory sketch on the top plane, looking down, with the right plane as my right, this was a +45deg line starting at 0,0 and going an inch in depth back from the front plane. Then, I did a VSS, picking first the line for a reference leaving the origin as the 0,0 point. Then, for the "Section plane control" option, choose "Constant normal direction" and Ctrl-pick (critical) the front plane. then under "Options", pick the option "Constant section". Then sketch your section. the default is "surface" creation, so make sure you pick "solid" if that's what you want. Good luck!