How to put together a complex shape

Hi. I've created a 'G' that I would like to make into a fill-able and drop shadow-able shape. It's made from two concentric circles, a rectangle, and two concentric lines. Segments of the lines were deleted to make the overall outline. The problem is, it's not a single shape, so I can't seem to use fill or drop shadow on it.Obviously I was able to do so for the 'T' and 'F,' but not the 'G.'  Does anyone know how I can make this into a complex shape? Or any ideas how else to go about making this? Thanks.