Tip - this is a great place to come for help, but you might want to take a look at the loft dialog and double check the names of the boxes you are entering things into - there are no 'paths' in loft, but there is a section for 'guide curves' and for a 'centerline'. I assume you mean one of those two when you mention a 'path'. When we know what you are actually trying to do, we will be better able to help you out.
I also have to assume that the error was 'not interSecting the curves/profiles' or something like that - it's best to write down exactly what it says if you are asking for help.
Based on the guesses I have to make based on what you posted, it looks like your guide curves do not actually intersect in 3D space with your loft profiles. When you loft in SWx, you can't futz around - you have to be precise or everything can go horribly, horribly wrong. Guide curves need to 'intersect' with profiles, not just go kinda near them. (not related to your problem, but good to know: You also have to be sure that the start and end tangency vectors of the guide curves matches the start and end tangency directions of the loft or you give SWx a conflict that it has to resolve - and SWx is not very good at guessing what you really want when you tell it to do two different things at the same time)