I have not been able to replicate your fault in the same build version. My advice would be to run some more tests adhering to the following rules:
1) Keep the spline simple, no internal angles (ie. a square, rectangle, pentagon etc.)
2) Do not attempt to close the spline manually, there is no need to create a final point close to the first point. If creating a square, stop after the third line.
3) Double-click on a LINE element to open the path editor, not a node. In your screen cap you click the node, converting the line(s) adjoining it to curves (as evidenced by the green handles popping out the side). If done correctly, the selected line should show green while the path editor is open.
If you are able to trigger the fault under these conditions I would recommend re-downloading Anim8or and check your compatibility settings (run as Windows XP SP3 with desktop composition disabled). Also make sure you make no changes to any config or preference dialogs, keep it all default for the sake of the test.
Re extruding on a spline, I have always had best results creating both splines (the section and the extrusion path) in Front view, so the paths are expressed in the X-Y plane only. After creating the path in Front view you can swap to other views to pull it about in the Z-axis, but always run the extrusion process from the Front view *. Be sure to create the section around the centre of the screen as this is the point that is mapped to the path.
* This requirement may not be necessary in later versions, I have not tested it comprehensively. This was true in V0.97x and earlier.
