Illustrator elements in photoshop

Hello everbody,

I am really new in Illustrater, so I "designed" a logo for me, but if I want to export that in photoshop, the elements (which shouldn't appear) appear.

I used the Rectangle Tool to make "space" between the two letters. To understand what I mean, you can see a screenshot here:

But when I export that in photoshop and change the colour for example, I get this:

How can I fix that?

Thanks!