Convert Lines to Shapes in Illustrator
To create a quick lozenge shape in Illustrator, you can do it in a couple of short steps:
1. Draw your line and give it a stroke of about 40px.

40px Stroked Line
2. Go to Object > Path > Outline Stroke.

Outline Stroke
3. Go to Effect > Stylize > Round Corners… and set 20px radius.

Final Shape
That’s it.
other page
I always use Adobe illustrator at work because i work in an animation studio. this is really a serious tool for the graphic artist..”`
What version of Illustrator are you using? I’m using CS5. I can’t get round corners this way . . Effect > Stylize > (my only option is glowing edges) . . I will have to try and find another way . . .
I’m using Illustrator CS4. The Effects menu is split into 2; Illustrator and Photoshop effects. You are looking at the PS effects if you can only see Glowing Edges…
That’s a pill shape not lozenge shape
I obviously don’t take enough pills…