Can you upload the file?
Can't help much without seeing the surface, uploading the SW file would be best.
Besides knit surface, you can try thicken.
If it is a surface extrude, can't you simply delete the surface extrude feature and create an boss/extrude with the sketch you initially created.
There are a few ways that I can think of off the cuff...
1. Export it as an iges file and then open the iges file using Solidworks. Solidworks will "fill" the part and make it a solid. (Note: This little trick does not work if you export the part as a parasolid.)
2. Create an extrude feature that is larger than the surface in all directions, then use a "Cut with Surface" feature to cut the extruded solid using the single closed surface...cutting away all the material outside of the surface.
3. Split the surface into 2 surface using the "Split Line" tool, now you have 2 surfaces that the system can knit together and form a solid.
Is there a reason you had to make the feature as a surface to begin with...instead of making it a solid?
Or you could pick a simple face and try Delete Face with the Delete and Fill option, then it will form a solid by default.