I would have to experiment with bay windows myself. But what I think I would try is creating a 2D symbol of your window. Once you have it saved to your library, use the smart window dialogue box and check the option for 2D symbol. Browse to the location of your saved symbol and select it. I think thats the basis of how it works.
You have to save your 2D window symbol with a specific pick point. I hope that this works. Maybe others on this forum can eloborate on how its done including the specifics on how to correctly save symbols with pick points.
