I'm interested to know how to import this into Carrara 5 Pro;  and give it  depth; with the Spline Modeler?

Very, very, nice hoofdcommissaris! 

I see there is a difference in the object between your first and last image.  I actually made two AI files, one without the hole in the middle(Like your first image,) and one with(Like your last image.)  I meant to upload the latter, I hope I did'nt upload the wrong one?

Is this a difficult process? 

Are there many steps?

Not really. If you look closeley, the hole is there. I didn't see it the first time. What you need to do to create a hole is select all, and use the command 'Combine as compound'. The process: - insert a spline object - select the plane in the object that has to 'hold' the object (at the start of the magenta line) - import the Illustrator file (use 'import' from the menu) - select all, 'Combine as compound' - the magenta line on the right, or on the floor, determines the depth of the object - the 'Surface fidility' makes the curves smoother (but it lays some burden on your processor) Returning to the assembly room, the object will be there. This is more or less the route I take turning ai files of logo's to their 3D versions. I will split the starting file with all the elements into seperate object, to give them different depths and materials. Good luck!

Thanks Again Hoof!

Where are the Combine as Compound, and Surface Fidelity  commands?

Both in the Spline room. Combine in the Arrange dropdown. Surface Fid in the Geometry dropdown.

bwtr - Awsome, thank you very much!