Extruding not creating solid objects I have a plane which a want to extrude on z-axis.

It happens when I select the whole plane A and press E it extrudes but does not creates the wall figure below.



However, if I select just an edge it works:


What am I doing wrong that I cannot extrude the whole model? 
I think the model might have been build wrong, but I should start it over to fix it?

EDIT: added blender file

http://pasteall.org/blend/index.php?id=48424
You must remove doubles first

Select all > press W > Remove Doubles

Select the plane and extrude