Closed curve chaining mode. For side features you are automatically put into 
Picking pieces mode. In this page, geometry is projected from the surfaces onto the plane of the UCS and chaining is enabled. The dialog bar at the bottom of the screen is changed to contain chaining controls. If you are creating a pocket or boss feature you will automatically be put in Closed curve chaining mode. For side features you are automatically put into Picking pieces mode.
To complete this page:
It is often easier to chain from the top view. If you want to change to this view, click the Switch to top view button.
Chain your curve using the desired method.
Click Next.
If you receive the message "Profile curve is not closed. Curve must be closed for this feature type". Click OK and rechain the curve so that it forms a loop as in this figure and click Next.