I don't think you can. (Although on the other hand, I'd almost swear I've
done it before.) You'd have to create the box using Beziers. See http://www.echosvoice.com/beziercurves.htm for a quick lesson.
Off the cuff, I would say use the line tool to trace the area along and
between the four independent lines as one continuous object. (Using curves
gives you more flexibility but means more work around the edges). Set the
color of the new object to what you want and turn off the line color.
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