zero Length entity

Run Tools/Sketch tools/Check Sketch for Features...
Select Base Extrude and click Check.
Now SW will tell you what's wrong.
The problem is most probably what Mark mentions.

You might have inadvertently drawn an extra line when you double click after drawing many lines. This happens to me alot. You might try dragging your mouse over each corner of the rectangle and hitting delete to get rid of any potential entities living there and try again.

Can someone tell me how to extrude a rectangle >. i get every time an error: Sketch contains a zero-length entity !! ....10X