Have a look at the DT site, they have a tute that tells you how to create a double sided shader. This may not be supported by a game engine but will render ok.

As both Mike and Neo have stated games usualy mean a double up on the poly count to allow you to see the inside and out. Normals only show one way so when they are viewed from the otherside its transparent. Anywhoo...

Try here to see if this helps in anyway...

DT Link (QT 7 is required)