Add 1st open ended cylinder.
Add a BezierCurve.
For cylinder add an array modifier,Use Fit Curve as fit type with BezierCurve.
For cylinder add a Curve modifier assign BezierCurve.
Add 2nd open ended cylinder.
In 1st Cylinder array modifier add 2nd Cylinder as Start Cap, select Merge & First last.
For 1st Cylinder add a subsurf modifier.
Tab into Edit Mode, Blender Quits.

The terminal gives the following message:
robert@robert-M720-US3:~/blender-2.65-linux-glibc211-i686$ ./blender
connect failed: No such file or directory
found bundled python: /home/robert/blender-2.65-linux-glibc211-i686/2.65/python
read blend: /media/graphics/Blender/BlenderProjects/BlenderBook/Rope.blend
Segmentation fault
robert@robert-M720-US3:~/blender-2.65-linux-glibc211-i686$

AMD Phenom(tm) II X4 940 Processor × 4
4 Gig memory
GeForce 9600 GT/PCI/SSE2/3DNOW!
Running Ubuntu 11.10 - 32 bit