Hi memo333,
As to closing the gap, have you drawn a line from one corner to another? If that does not work, you probably have a gap somewhere, that needs to be closed. These gaps can be tiny, so what I do to find them is to draw many lines, creating parts of the face I originally wanted to create. That encloses the area of the gap so that you can find it. Close it and delete the lines, your done. Here some screenshots to explain:
So I have the shape and want to create a face.
I want to close it up, but only half of it does.
I draw more lines, creating more faces, enclosing the gap causing the problem.
There it is. Close it and you're good to go.
What exact transparency do you mean?
And try just googling Vray tutorials, there are many good ones out there. I believe Vray actually has a handbook in .pdf, which explains how to use it pretty well.