I don't see anything wrong with the picture you attached, so I'm a little puzzled myself why this won't work for you.

Like I said before, check the third sketch and make sure the points are in construction mode. Also, use Sketch Analysis to verify you have one profile and it is closed.

Another way to check the sketch: try to make a test surface between the first and third sketches. If it let's you pick the third sketch, then the sketch is OK.