So the problem was that the mesh had some internal faces. However Eric's suggestion (off line) was to use the extrusion tools to create such a shape. So after a few experiments using that technique all of the shapes had the same problem. My solution was to take a simple cube and then use the boolean operator to remove a smaller cube from it and that worked fine (see picture)

But has anyone else had this kind of problem with extrusion if so what am I doing wrong?