Join our CAD community forums where over 25,000 users interact to solve day to day problems and share ideas. We encourage you to visit, invite you to participate and look forward to your input and opinions. Acrobat 3D, AutoCAD, Catia, Inventor, IronCAD, Creo, Pro/ENGINEER, Solid Edge, SolidWorks, and others.
In SW 2010 there is a Lofted Bend feature in the Sheet Metal tools. You do the same thing as above, two sketches on different planes. The only thing you need to do is break the circle and square so that they are not closed loops. I had to play around a bit, changing the order the sketches were selected to get it to work.