Illustrator :: How To Combine Two Paths Into One Object - Fill And Gradient Mesh

I'm having problems getting what I want on Illustrator CS6. This is the shape that I'm working on: [URL]
 
I got two paths, one for the inner outline, one for the outer. I want this to be one object, looking just like that, where red is the fill, and black is the outline. Simple as that. [URL] - this is what i want.
 
So, the inner "circle" is not filled with anything, beacause my object is this "frame" outside. But since I have two seperate paths, I'm filling the outer path with colour, and I get:
 
[URL] the outer filling is red, the outside is transparent, which is good, but the inside is red because the inner path has no filling.
 
Right, so next I fill the inner path with white and it looks almost good: [URL]
 
But the inside is not transparent, it's an "illusion" and everything will be great on a white background, but that's not the case.
 
I want to convert these to paths into one object to behave exactly like I showed in the first image. Red is the fill, black is the outline. And I plan to use gradient mesh heavily on that shape, so that has to work to.
 
Bad quality, just doing some quick previews on Photoshop.