I think in 7 it was: make the splines editable, drop them in a null, do a Functions/Connect and drop the resulting spline into your Extrude.
It’s the drop them in a null part I am unsure of, I think that was the v7 way (it’s been a while). In 8 and 9 you just select both the splines in the OM and do a Functions/Connect. In 7 since you can’t select more than one thing at a time I believe the null was the solution…