I purchased an Hamlet 3dx100 printer and I tried to print a solid which was created from Blender by creating the external 2d face and then extruding it to add thickness.
It is whatertight but when I try to print it, the printer prints a series of horizontal filling filaments one on the top of the other, which eventually collapse creating a mess.
Here comes my question: should I create an object without thickness instead (not extruded), and then the printer does the thickness itself?
Thanks you for your patience... you might end up in helping me so save tons of plastic...

I'm not familiar with the Hamlet, but the program that you used to "slice" the file into an STL file should have the option for % of in-fill.  It sounds like your in-fill is not being done correctly.  I would find that setting and increase the percentage and see what happens.

There are other slicing programs available:

Slic3r
http://slic3r.org/

KISSlicer
http://kisslicer.com/