Did you draw it on the background layer? Than all the things would be just on one layer and if you fill it
it would just fill the whole layer and not just the parts you've drawn. That way you would also get problems
with the layer effects. But I am not 100% sure if I got what you meant.
If I want to draw something, I open a new file, doubleclick the background layer to transform it into a
normal layer and than I always add a new empty layer and start drawing on that layer because every
part where I haven't drawn anything is empty and transparent, but you still see the white or whatever
color the original background layer has.
I hope you get what I mean, I just red 300 pages of stuff about logodesign for my diploma...