Not quite sure what you're trying to do...it's a bit unclear. Check out
Tools > Snap & Glue. There are some neat-o "snap to drawing aids" features
in Visio, whereby you can snap to a curve, a curve extension, midpoints of a
curve, and so on.
Chris, Mike is trying to get the reverse. He wants the curve to snap to the
points rather than the points to snap to the curve.
I am not sure of Mike's specific application, but fair curves are used in
boat building to get a smooth hull. The designer sets up a series of offsets
for the hull and tries to find a smooth curve between the points. In the old
days, they used a flexible piece of rubber and bent it to match the points.