lol - Your new aren't you?

It's not a bug... and if it was, this is the wrong place to post it. Try the "bug" section next time.

What your seeing is an area where there is no geometry, and the engine has nothing to draw, so it doesn't. You can fix this by doing two things:

1: Put a cube around your level. You can put a sky texture onto it so it does not actually look like a cube, but the sky.

2: Set the variable sky_color red/green/blue to any value other than zero. Change these values in your script.
ex: A blue sky...
sky_color.red = 0;
sky_color.green = 0;
sky_color.blue = 255;

What version do you have? (WED -> about -> version)
If it is 6.31 or later, then the sky_color variable is already defined in the default "display0.wdl" file. Open that, find these values, and change them to a number other than zero.