Hi sneather, it sounds like you've got it all figured out now (thanks Marc!) - and yup usually the process for something non-planar is to trim out a surface piece and then use that surface with either extrude or shell since then you will get caps, you will only get caps on a curve extrusion if it's a planar closed outline.
Also here's an example that shows the difference between doing an extrusion versus doing a shell, they produce a different kind of result with the extrusion going straight in one direction while the shell producing an offset surface that moves along the original surface's surface normal at every point: http://moi3d.com/forum/index.php?webtag=MOI&msg=4791.13
