Trying to combine two 'lines' to make a 'shape'?

I've been trying for hours to combine two curves I drew with the pencil tool into a shape that I can fill with a color or gradient:
http://img199.imageshack.us/img199/4155/flametests01.png
The top row has the two lines (stroked).   When I move them together, I get a pleasing 'flame' shape that I want to use in a logo.
The bottom row shows what happens when the two 'lines' are 'filled', and what happens when the flame is 'filled'.   I've tried all manor of grouping, merging, combining....I've lost track at this point....
I think part of my problem is that I assume the pencil tool would draw lines (or perhaps 'paths' is more accurate?)--but it seems to be drawing 'shapes'.
I've tried using the pen tool, but the curves are never as smooth as the ones I drew 'freehand'...
What should I have done / be doing differently?

Just drag-select the upper two points with the Direct Select tool and use the KBSC CmdOpt-Shift-J to unite the lines. Do the same at the bottom to complete the shape.

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