Hallo Gudmund.
Here is another example of double curvature foam cutting:
http://www.scalewings.com/entwicklung.php
It looks like any cnc foam cutter, and he is using software from:
http://gm.cnc.free.fr/en/ The Step four software will propably also do 3d cutting
http://www.step-four.at/
Good place to study any type of homebuilt cnc equipment is the cnc-zone.
http://www.cnczone.com/forums/forumdisplay.php?f=21
Lars