What I'm trying to do here is, I created a curve, duplicated it, moved it and lofted a surface between the two, so now I have a nurbs shape that looks something like a cookie cutter.
Does anyone know a quick way to create the sides of this object?, or even a better way of modelling such an object to begin with. I've tried converting it to polygons and merging edges, but there are far too many to work with - any ideas?
Well, it depends on what you're trying to make exactly. One option is to select the curve and create a nurbs planer surface to cap it (do the same for the other side). That will give you something made out of three pieces (lofted surface and two planer surfaces capping it off).
Or, if the shape is something simple, a star shape, for example, then you could loft it between four copies of the curve to make the extruded-looking star shape with closed ends; just shrink the curves for the ends of the closed caps to 0. Loft linearly from top-inside to top outside to bottom outside to bottom inside.
There are a lot of ways of approaching it depending on exactly what you want to make in the end. Not knowing what you're trying to make I can't really say what you should do.