Having a problem creating a solid object

 From:  ericb
I am trying to create a solid object from a series of closed curves, and I am having a really tough time.

Basically, I want to take the outline I've created and make it solid - it's a bit hard to explain, but once you take a look at the frame, you can extrapolate what the final product is supposed to look like.

I would appreciate any help on this - it's really driving me crazy!