Triangles in 3D are generally single-sided -- the side that the normal points out to is visible; the other is not. This is because of backface culling, which is generally a desirable thing -- the lighting of a triangle with the normals facing the "wrong" way would be wrong. (There's a concept called two-sided lighting, but it hasn't traditionally been hardware accelerated, although you can do that these days)
If you want a thin object that's visible in both directions, you will have to duplicate the plane, "flip normals" on the duplicate, and weld the vertices together. Then export it. I don't know if Blender treats all triangles as two-sided (that would be bad!) or if it can properly visualize single-sided triangles. If it can, you should turn that on.
Finally, if you want to draw two-sided, you can turn off back-face culling. You do this with the RenderState.CullFace mode, setting it to None. Again, note the warning: the "back" side of a triangle will not be properly lit, because the normal points in the wrong way.
Jon Watte, Direct3D MVP
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