Since all of you have just been jesting with this guy, I suppose I'll explain. Make a sector, it has to be single-sided (which means DOUBLE-SIDED isn't ticked.) Double-click the sector, make the heights both the same. (Eg: 100 for the ceiling, F_SKY1 and 100 for the floor, FLOOR0_3)
Make sure all the textures are filled in for the front side (Eg: GFZROCK, GFZROCK and GFZROCK.) Did this help? Good, bye.