Lofting from multiple faces to one

Can anyone tell me how to create this loft. I attached a picture. This is a duct that on the top has a fan attached and on the bottom covers 4 sides of a heat sink.

I keep getting the error: "Unable to create this feature because it would result in zero-thickness geometry".

Thanks in advance. I'm sure someone will point out what I am doing wrong shortly. lol

SolidworksParts And Features