1) First create a box:
2) Select one surface of the box, thats 'pointing' out(where the tail will attach)
3) Extrude out.
4) Adjust Rotation/Size/Location
5) Repeat 2-4 until you have a tail shape.
6) In Object Selection mode, select your tail, and goto Tools>Object Property Editor. Adjust the subdevision preview bar to 1, 2 or 3.
Done. you have a smoothed tail. Have fun.
--Philip