Direct link to helpful hints: http://www.solidsmack.com/solidworks-spline-curvature-control-surfacing/2009-10-13/
Go to this blog and search for 'spline schlime': http://dezignstuff.com/blog/
You could also post a pic of what you're trying to do.
See attached, not as curvy as what you had, but maybe it'll work or give you a different method to try.
Still used a 3D sketch for a path, but gave the main curve sketch entity following the pulley/fan an on plane relation to the plane I inserted, and the other path lines have all along x, y, or z axes relations. The second sketch entity attached to the main curve also has perpendicular relation to a surface of the pulley/fan. After I had the arcs and straight line sketch entities set the way I wanted, I used the tools>spline tools>fit splines tool to make a spline out of all the sketch entities. Uncheck the closed loop option, adjust tolerance as needed.
See attached, not as curvy as what you had, but maybe it'll work or give you a different method to try.
Still used a 3D sketch for a path, but gave the main curve sketch entity following the pulley/fan an on plane relation to the plane I inserted, and the other path lines have all along x, y, or z axes relations. The second sketch entity attached to the main curve also has perpendicular relation to a surface of the pulley/fan. After I had the arcs and straight line sketch entities set the way I wanted, I used the tools>spline tools>fit splines tool to make a spline out of all the sketch entities. Uncheck the closed loop option, adjust tolerance as needed.