The problem is that all of your verts aren't merged. So each object is seperate already. If you read the comment on the previous post I've written how to resolve the previous problem. Before you extract objects you need to make sure they are one first.
I would say to step back a bit. Go back to before you tried to extract. Fix the verts problem with the select all and merge like before. After this fill the hole. Then select the faces in question, go to mesh > extract options and reset it, then extract. It should all work nicely.
I've followed everything you've said and it is all working, Thanks Jon. Any more problems i'll post them up
No problem at all. Yeah, please do.