Hi gabi
It depends on whether you have Rhino3 or 4. If you have R4 I'm told this
http://en.wiki.mcneel.com/default.aspx/McNeel/PointsetReconstruction.html works pretty well though because I only have R3 I can't use this or comment on it.
The way I did it in R3 (bound to be other ways too) is to use the drape command. Unfortunately you can't drape points. So the way I chose to do it was to convert the points into small planes - which you CAN drape.
So, using the replace command in any decent text editor convert each point into a plane i.e. 26.00000,11.00000,0.12800 becomes _plane 26.00000,11.00000,0.12800 2 2 i.e. all your points become 2x2 planes, then just run the file as a command script in Rhino with "tools/commands/read from file" and it will create a "plane cloud". Then you just drape it. Voila.
A tip is to put _SetRedrawOff at the beginning of the command file and then _SetRedrawOn at the end - otherwise you'll need to go for a long walk whilst it's doing its thang. Hope this helps.
Cheers
Ian