YOU MIGHT FIND THIS QUESTION EASY, BUT IM JUST GETTING STARTER IN GRASSHOPPER. I WAS WONDERING IF THERE IS A WAY TO USE A "PIPE" COMMAND, BUT INSTEAD OF A CIRCULAR PIPE, I COULD GET A RECTANGULAR ONE. PLEASE HELP, ITS URGENT.
a Pipe is little more than a Sweep with a circular cross section. If you position a rectangle (or any shape) in the right spot and use a Sweep1 component, you should be able to get rectangular pipes.
And if you wish for the orientation to be done for you, and perhaps a hollow section created, you can try the geometry gym components in structdrawrhino, http://www.geometrygym.com/downloads
If you want just a rectangular profile on a curve, u can do what David says, just remember to use the "perpendicular to line" component (I don't remember the name and right now can't post u some example definition).
But if u want any profile, check out Jon's Structdrawrhino, it's a great great great tool and saves a lot of work.