What xander_bakker is suggesting is after the analytical part is done to finish the interpolation, one can use one of several processes to cause the final display to have the "curved look". For example, one could create a polygon in a feature class that covers a far larger area than the interpolation, color it black, then create a "hole" in the center for the part of the interpolation for the part of the interpolation you want to be visible to show through. This polygon layer would be located higher up in the Table of Contents in ArcGIS than the interpolation layer, so would it would cover the interpolation. The net result for the viewer would see visually is just the interpolation visible through the "hole". The polygon layer is in effect the mask. Note that this is the most simplistic way to do this; there are other ways of masking.
Chris Donohue, GISP