help with walls when extruding - total beginner I am a complete beginner when it comes to 3d modeling and have just started to use Blender version 2.70a

I have been following this tutorial step by step from the beginning: http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/Beginner_Tutorials/Print_version#Improving_Your_House

Everything has gone really well up to module 20 "Improving Your House" where I have come up against a problem: I get borders in the between some of the windows and the doors when I do the extrusion, as shown in the image below:


They also show in the final render. 

I don't know how to get rid of them.
Generally two Steps to get rid of them:


For all "zero-area" faces, A to select all, then W  > Remove Doubles;
For the "zero-thickness" frame on the window (where non-manifold appears), you can select them manually, then X to delete. Or, if there are too many of them and you want a quicker selection, ShiftCtrlAltM to select all non-manifold elements (must be operated in Vertex/Edge Select mode), then on the menu: Select > Select Loop Inner-Region. Then delete the selected faces.




EDIT:

In 2.72 or later version, for the second step above, another convenient way is: 
First, be sure that you using Edge Select mode, then ShiftCtrlAltM, then hit F6, toggle nothing except Boundaries, then switch to Face Select mode while holding Ctrl. Then delete all faces that are selected.