Hi Scall, so looking at your screenshot a bit more closely it looks like your smaller upper piece is not a solid - it does not have planar ends and so it would not get an automatic end cap put on it if you made it with something like sweep for example.

To get something like that as a solid, it's usually easiest to first model a more simplified type of block that has planar ends something like this:



So the good thing about starting with this initial shape is that it is a solid right from the start, things with planar ends get a cap placed on them so they are a closed solid.

Now to make non-planar ends, you can draw in some profile curves from the side like this:



Then use boolean difference to cut the solid with those curves, it will slice up the solid into smaller solid pieces (leaving the "side walls" of the cutting curves imprinted in), and then you can select the pieces you don't need and delete them:





This is kind of a recurring strategy to try and reduce the amount of individual surface creation - try to build a kind of more simplified solid block piece as your starting shape and then cut some pieces of it off with booleans rather than doing a totally non-planar non solid piece to start with - if you do it that way you're doing all surface modeling only instead of using solids and you will be using a generally more difficult workflow.

Also see here for some similar information on how to imprint more customized kinds of end caps onto solids as well - you can model a swoopy surface and then use the surface as a cutting object to cut the solid up if you want a more custom contour than what the silhouette of a 2D curve will give:
http://moi3d.com/forum/index.php?webtag=MOI&msg=5012.7

- Michael