In the Attach to Motion Path Options that appear, do the following:
Turn Follow on.
When Follow is on, the Front Axis and Up Axis options determine which of the three local rotation axes sets the front and up of the object respectively. See Follow.
Select the axis you chose to represent the front of your object as the Front Axis, and select the axis you chose to represent the up direction of your object as your Up axis.
Click Select by object type in the Maya status line (tool bar) to switch to object selection mode.
Select the object, then -click the curve in your scene that you want as your motion path.