I am trying to follow the dupliframe (chain link) tutorial from the manual. I am able to get everything to work except for getting the link to close. There is always an open area after the skinning operation.
My apollogies; in Edit mode, Curve Tools tab, second button from the top, clicking Endpoint U and V will extend the projection to the ends in U and V directions.
Select the Curve that those are Dupliframed to, select the two knots at the opening (you may have snapped them to one another but they’re still not closed) and close them with C. That may not be the problem since I see that circle is filled with a face.
For quick, fast acting relief post your blend here: