It appears that you have made a difference (a larger sphere minus a smaller sphere), made copies of the CSG object, then unioned one set and merged another another set.  I made this object in the first image by doing a merge of the two smaller spheres and a merge of the two larger spheres.  Then I did a difference of the two CSG objects and a box (cube).

The object in the second image was much simpler to create.  I made two spheres with the hollow function activated.  I created a CSG merge object of the two spheres.  Next, I created a CSG difference object of the previous CSG object & the box (cube).  Note that the box's texture was made with a simple single color pigment with 100% transparency.

  

David wrote:

 Hi All,     I seem to be having some trouble with CSG merges in Moray for Windows.     Attached is a image that I basically copied out of "Raytracing Worlds with Pov-Ray 2.2" book. As I understand it, the "Merge" image should be completely hollow.     I made this image as a test after other merges I attempted seem to fail, Is this a bug in Moray or am I something important?     BTW, Sorry if posting binaries here is wrong. But, I figure this is the best place since I use Moray and haven't figure out Pov_ray script yet. Thanks,David