How to do a loft with straight edges in SW 09?

I am trying to create a loft shape between three rectangles all next to each other; the first and third are the same, and the middle is slightly higher.  My resulting loft-edges are curved.  What setting makes the edges into straight lines?  I tried a new file with only two rectangles, and it worked fine.  I've attached the suspect 3-rectangle file.  Thanks in advance for help!
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