I presume you are trying the tutorial "Flow Over an Aifoil."

It sounds like the faces aren't connected at the trailing edge or the volume you extruded isn't correct. I'm not sure why either of these should happen. Are you sure you are extruding a face to produce a volume? It could be that you are extruding just the edge which will only produce a face - you need the volume.

The warning message means the edge can't shed a wake.

Are there any warnings or errors (non-green text) produced in the log (File->Log) when you extrude the airfoil profile?

You can try fixing the extruded volume using the Fix tool on the Geometry Tool Palette.

Our "View a Mesh" tip describes how to see the mesh.

Hope this helps.