grouping/flattening

I'm totally new to illustrator and I'm experimenting with drawing some shapes. I have an arrow drawn using basic oblong shapes, some grey (the colour of the arrow) and some white (the colour of the background to give it the arrow shape).

The thing is I'm now trying to group or flatten the image so that only one shape exists (that of the grey arrow) and then import that as a vector shape into photoshop.

An example of the arrow (showing layers and shapes) can be seen here:

<http://www.nullvoid.co.uk/temp/arrow.gif>

...to support my description.

I would really appreciate any help or advice anyone can give.

Thanks

slippy