Hello Kitch02,
According to my efforts, you can!
I am using AutoCAD 2005 & 2006.
What are you using?
As long as your splines are 'closed' you can EXTRUDE to a solid.
Just as you are about to draw the last segment of your shape to finish where you started from, type in 'C' to close the object, then return.
Go to Draw-Solids-Extrude, and follow instructions.
You could first increase the ISOLINES system variable to say 16 from the default of 4 before making solids.
Typing in SPLINEDIT will offer you the chance to close your spline if it is not already closed.
Hope this helps. Let me know....eh?
regards
Stephen