I would like to show you our the latest Polygon Handler plug-in class for making true bezier curves!
You could download it here
Because it's Polygon Handler LightWave v8 is required and v8.5 is highly recommended (tested just on v8.5 and v9.0, not tested on v8.0, 8.2 nor 8.3)..
To install it Add Plug-In, open Edit Menu window and search for Make Bezier and add it right after Create > Curves > Bezier..
Make Bezier tool is not interactive and requires you to select points which will become native bezier curve points.. After using it you should see dashed lines between control points and solid line with bezier curve.. You could modify point positions, add new points or deleting them with any existing or future tool!