Welcome to the forum smokinjo.
Attaching text to a bezier curve should work without any extra steps. Draw the curve, create a text frame containing the text, select both the curve and text frame, menu "Item -> Attach Text to Path". It should work. The same goes for putting the text on a circle; you shouldn't need to manually convert anything.
Why can't you select both the curve/circle and the text at the same time? Are they on different layers? You can only multiple-select from the same layer (as of 1.4.6).
Also, "Attach Text to Path" will always be greyed out if the two selected objects are not compatible for that function. Even if you have more than one curve/circle selected it should still attach the text to one of them.
As a final check, make sure you haven't converted the text to outlines. The text has to be text in a text frame.
If the above doesn't help, could you supply the document?