Hi Ralph, if you can post your cylinder 3DM model file it would help a lot to answer your question more specifically, it's pretty hard to know what might be going wrong just from a written description alone.

Some general things to watch out for though - for 3D printing you want your original object to be a solid before you export it to STL. The first thing to check is whether it's reported as a solid in MoI or not, to do that select it and then look at the object type indicator in the upper right corner of the window, here:



If that say something other than "solid" (like if it says "Joined srf" or "surface") then it means your object does not form a completely closed volume and has some open edges in it that are not glued to other edges. That can mean missing surfaces or some places that need to be repaired. To find the particular problem areas you will need to set up a keyboard shortcut with a script on it that will show naked edges, check here for how to do that:
http://moi3d.com/forum/index.php?webtag=MOI&msg=6051.2


> So How do I fix the hole or how do I build a cylinder correctly?

For fixing the hole the exact steps kind of depend on the specific problem, that's why it's very helpful to post your model file. If it's a big missing surface then you need to construct a surface and get it joined in to the other model, if it's a missing end cap then selecting the cylinder and running Construct > Planar is the easiest way.

The easiest way to build a cylinder is by using Draw solid > Cylinder, that will create a solid cylinder directly from the start.

- Michael