There are various free and commercial add-ons for producing .stl files from within Sketchup, but having tried many of them most really do not work very well, if at all.
Since the last Sketchup update though (7.1) it has become very simple to produce perfect .stl files and here is how to do it using a couple of other very useful and free programs alongside Sketchup (MeshLab and Accutrans3D). Meshlab is free and open source and Accutrans is free for 30 days.
Open you model in Sketchup....

Export as 3D model (Collada) (File -> Export-> 3D model )





Go back to your sketchup model, find and fix the errors:
Look! Holes!


OK - now you are ready to upload to Shapeways as ether a .dae (COLLADA) file OR as an .stl file.
Both should now be fine.
Thank you so much Jed!!