Loft problem

How can I loft a surface through the lines shown below :


When I try loft, it looks like this :


I want the surface to flow along the lines, if you know what i mean..

By the way, I know how to extrude a straight surface from a curve. This is a way to create what i want (shown below) but not what i mean.

Do you not think you were wrong?:X:X