This thread has been extremely popular lately and it seems to me that it may also help you with this question:
If it doesn't, please post a packaged workbook with some data so we can take a look and try to help.
A colleague of mine created a blog post with a similar idea. Hopefully it can help you out with the concept of this skill: Workbook: Curved flight paths using a cross-join. The blog is in the bottom comments if the workbook doesn't help.