A planned European X-ray Free Electron Laser socalled XFEL is being developed within the framework of an international collaboration. The design and fabrication of a prototype of a combined magnet is part of the Spanish contribution to this project. This magnet consists of a superferric quadrupole for focusing and two dipoles (horizontal and vertical) for steering, glued around the beam tube. The magnet will be operated in a superfluid helium bath. The aperture is 78 mm. The quadrupole gradient is 35 T/m whereas each dipole field is about 0.04 T. The magnetic saturation is limited to 5% at nominal current, which is quite a challenging specification for such aperture and gradient. As the overall length of the helium vessel is just 300 mm, the calculation of the magnetic field is a pure 3-D problem which has been solved and optimized using two different FEM codes to cross-check the results. This paper also gives some guidelines about the fabrication techniques most suitable for the first prototype, which is now under construction.