i think there was a script on scriptspot for doing that. you probably use 2009 then? Because in newer versions it works out of the box a quick search didnt turn anything up, though. i swear i've seen it somewhere :(
There are a few ways to do this. While creating a spline pressing "i" will center the viewport to the last created vert. This helps to get you in the right place but won't let you rotate the view. For that you can just exit creating, rotate the camera and then create a new line and attach/weld it to the old one. You can…