When i import 3d file created by catia to rhino, I find:

A degree 5 circle (you can know how to create this circle by the picture below), It’s funy though less use in actual application.

A rhino nurbs circle are degree 2:

A: a quarter circle  weight=sin(90/2)°

you can take 4 quarter circular arcs and piece them together to make a full circle as shown below.

B: 1/3 of a circle weight=sin(60/2)°

C: weight=sin(*) You can define a circular arc using a regular polygon of n sides.

update:

Leonardo: Is there a way to “join” the circular arcs to obtain a valid circle? I’ve tried with join command but I have a generic Nurbs curve.

(Another hairdryer tutorial)

Arnovillard found this Russian aliasstudio tutorial called: ‘Xtreme on Alias StudioTools number 2′ form the 3D russian forum 3dcenter.ru

Here is the google translated version.

Original tutorial.