Now that you have explained it, I have to agree with primorge, because I have run into that problem before with Sculptris. Before I imported the cylinder, I connected the vertices at the caps like he showed in the pics above. You may need a 3D modeling program to accomplish this. There are several that are free if you do a search. Most of them work in quads (4 points/squares), and Sculptris works with tris, but you can still import them.

If I had a nickle for ever time a woman told me to get lost, I could buy Manhattan.