Prior to being able to answer or assist it is important to know which version of Blender you are using because the different versions have vastly separated tools and functions. In older blenders just selecting a group of verts and pressing F would ask AUTO, MAKE F GON, CLEAR F GON, SKIN FACES/ EDGE LOOPS. In that case you cannot complete any of the commands because there are too many connective verts. In the version of 2.69 that I use if you do the SHIFT+D to duplicate and then press SHIFT+F it shifts the focus of the camera but CTRL+F it will give you face options but just F will auto fill the face. I have not gone above the original 2.69 as of yet but I did just test render a basic vessel and liquid and based on your sample instructions and the F I had no problems after I separated the liquid from the glass as separate objects in object mode. Perhaps a screen shot or rendered image would help.