It would probably help if you would write which program and/or file format you are using. For STL files, the netfabb cloud service usually
does a good job of fusing shells (though you must beware of rounding errors or different tolerance values used by different programs - what
might look "connected" in one program might be "very closely adjacent" in another).
Also check orientation of the face normals of your models - if patches appear to be "inside out" due to their coordinates being listed in the wrong
sequence, computer programs have a hard time figuring out which is the correct solution, or if there is a closed 3d object at all. (Internal geometry
as such should not be a problem, as long is it completely enclosed in some outer shell it should be deleted automatically by shapeways' software.
So the actual problem could also be that the perceived "surface" of your model has an unintended hole somewhere)