SPIN

 
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Using the drawing pen draw a shape near the main object.
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Press K. If you have not turned off the "Confirm Actions" press OK or ENTER.

Expand the menu from the bottom left corner of the screen. Select "UNION".

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Switch to perspective view by pressing "0" on numeric pad.
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Check "SPIN". This will spin the shape you have drawn around the selected axis. The default axis is "X".
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Change the spin axis to "Z".
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Increase or decrease the "Spin Steps".

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Change "Spin Offset" for a screwy look.
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...Or,the "Spin Angle".
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Select "Edit Spin Profile" and expand menu by clicking on the "triangle".
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Modify the position, rotation and scale of the cross section of the object.
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Just have fun!
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Collapse the spin profile transforms by clicking on the triangle again.

Using the main transforms adjust the object as usual.

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Spin_Array_Swap
When used together with Array you might want to change the order of operations. To do that simply turn on Spin_Array_Swap button.