Create a sketch to the specific dims of the middle of the zero. Close the sketch. This will be your path.
Create another sketch on the plane perpendicular to the that is the profile you want and that has a pierce relationship with the path sketch. Close the sketch. This will be your profile.
Create your sweep.
You may need to create a third sketch, on the same plane as the first, to act as a guide curve.
Do you have any sketches or images of what you want? That would ensure we understand your goal perfectly. From what I can tell I think that using a sweep with a guide curve might be the best solution. If you have SW2014 look at the attached example.
Edit: I did exactly what Jeff said.
OvalsAPlenty.SLDPRT.zip 176.7 KB