on your buiding problem builing the shape in WED then import into MED where your getting gaps. becuase doing this creates a non closed mesh.
Im not sure if you know or noticed but when you do import the wmb into med the polygon vertexs arn't welded togeather. so for like a box. at one corner of the box you imported will have 1 vertex in that corner for each seperate polygon that meets in that corner.
you simply have to grab/select your vertexs and merg in med to return it to a solid mesh
otherwise the engine will by its nature of how it renders things will interpolat the next closest quant to place the vertex for rendering ( this is why you can see the gaps in a non closed mesh in the engine)