Select NURBS object. > Modify panel > Create Curves rollout > Dependent Curves group box > Fillet button
Select NURBS object. > Modify panel > NURBS toolbox > Create Fillet Curve button
Fillet creates a curve that is a rounded corner between two parent curves.
To create a fillet curve:
In a NURBS object that contains at least two curves, turn on Fillet.
Click one curve near the end that you want to connect. The end that will be connected is highlighted. Without releasing the mouse button, drag to the end of the other curve that you want to connect. When the end that you want to connect is highlighted, release the mouse button.
A fillet curve is created. It trims the ends of the parent curve to match the fillet. The fillet is not necessarily placed at the endpoints of the parent curves: placement depends on the value of the Radius parameter.
Changing the position or the curvature of either parent curve can change the fillet as well.

Radius—The radius of the fillet arc in the current Autodesk VIZ units. Default=10.0.
Tip: If the fillet you initially create is in an error state, often this is because the radius is not large enough to bridge the distance between the two curves. Increasing the Radius value gives you a correct fillet. The fillet becomes an arc displayed in the dependent object color (green by default). When the fillet is in an error state it is displayed as a straight line in the error color (orange by default).
These two group boxes let you control how the parent curves are trimmed. The controls are the same in each. "First" and "second" refer to the order in which you picked the parent curves.
Trim Curve—When on (the default), trims the parent curve against the fillet curve. When off, the parent isn't trimmed.
Flip Trim—When on, trims in the opposite direction.
Seed 1 and Seed 2—Change the U location of the seed value on the first and second curves. If there is a choice of directions, the direction indicated by the seed points is the one used to create the fillet.

Radius—The radius of the fillet arc in the current Autodesk VIZ units. Default=10.0.
Tip: If the fillet you initially create is in an error state, often this is because the radius is not large enough to bridge the distance between the two curves. Increasing the Radius value gives you a correct fillet. The fillet becomes an arc displayed in the dependent object color (green by default). When the fillet is in an error state it is displayed as a straight line in the error color (orange by default).
These two group boxes let you control how the parent curves are trimmed. The controls are the same in each. "First" and "second" refer to the order in which you picked the parent curves.
Trim Curve—When on (the default), trims the parent curve against the fillet curve. When off, the parent isn't trimmed.
Flip Trim—When on, trims in the opposite direction.
Seed 1 and Seed 2—Change the U location of the seed value on the first and second curves. If there is a choice of directions, the direction indicated by the seed points is the one used to create the fillet.
Replace First Curve and Replace Second Curve—Let you replace the parent curves. Click the button, then click the curve to replace the original first or second curve.