Fillet/Chamfer

Can someone tell me if it's possible to do this to an extruded spline in 3dmax 3?
when it's still a spline, the fillet/chamfer modifier is there, but when i extrude it, it's gone.

what i'm trying to do is round off the edges of a model i'm making. i want do to an effect similar to that of a chamfer box etc.

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