I just cleverly posted this in response to the wrong post. Woops. This is where I meant to say it.
I can't find the official FAQ/tutorial/post, but here's the situation:
Owing to the way Shapeways figures volume, things aren't considered hollow unless there's some hole joining the inside to the outside. That is, there has to be a way for the support material on the inside to get out. You can't just have a vacant space in the middle that isn't connected to the outside world.
That said, you *are* allowed to make that connecting hole really really small, such that the support material can't actually get out (and in that case you essentially get the support material for free. Don't abuse this.) But that looks like the problem you have here: you have an empty space in the middle, but it isn't connected to the outside, so it is still considered solid.
What's the link to the post or whatever that explains all this? Also, some of the tutorials are out-of-date: they talk about how overlapping solids are double-charged (they aren't anymore), etc.