I believe in this case, as you are in QGIS 2.0, you will need to convert your lines to polygons using the lines to polygons tool in fTools plugin in QGIS.
You can read about the lines to polygons tool in the QGIS documentation for 2.0, under Documentation>User Guide>Plugins>fTools Plugin>Geometry tools
here is a snippet from the manual:
Tool - Lines to polygons
Purpose - Convert lines to polygons, multipart lines to multiple singlepart polygons.
you can access it by going vector>geometry tools>Lines to polygons ( i am going off of memory so it may have one or two more dropdowns to access it. But it is in the vector drop down menu)
Once you have converted the lines to polygons, you can easily fill the colour in using the methods you mentioned you know how to.