How big is your level? It may simply be easier to start all over again. I have a level with tons of messed-up sectors, made when I was just starting out, and I've tried and failed to fix them several times. However, sometimes even a level full of unclosed sectors is runnable, but it will probably look really weird. Anyway, I am not aware of anyway to fix unclosed sectors, but in some cases, you may be able to delete sectors and make new ones. And, to prevent this in the future, I would advise being extremely careful about deleting individual linedefs.