OK I tried that. I made a cube in a 3D Modeller, exported it and took the vertex and index data straight from that. But it still doesn't look right. Now it looks like a flattened L shape. :S
//Indices
indices[0] = 0; indices[3] = 3; indices[6] = 4; indices[9] = 7; indices[12] = 0; indices[15] = 5; indices[18] = 1; indices[21] = 7; indices[24] = 3; indices[27] = 6;
indices[1] = 2; indices[4] = 1; indices[7] = 5; indices[10] = 6; indices[13] = 1; indices[16] = 4; indices[19] = 3; indices[22] = 5; indices[25] = 2; indices[28] = 7;
indices[2] = 3; indices[5] = 0; indices[8] = 7; indices[11] = 4; indices[14] = 5; indices[17] = 0; indices[20] = 7; indices[23] = 1; indices[26] = 6; indices[29] = 3;
indices[30] = 2; indices[33] = 4;
indices[31] = 0; indices[34] = 6;
indices[32] = 4; indices[35] = 2;
//Vertex data
vertices[0].X = -0.5f; vertices[0].Y = 0.0f; vertices[0].Z = -0.5f; vertices[0].NX = 0.0f; vertices[0].NY = 1.0f; vertices[0].NZ = 0.0f; vertices[0].diffuse = colour;
vertices[1].X = 0.5f; vertices[1].Y = 0.0f; vertices[1].Z = -0.5f; vertices[1].NX = 0.0f; vertices[1].NY = -1.0f; vertices[1].NZ = -0.0f; vertices[1].diffuse = colour;
vertices[2].X = -0.5f; vertices[2].Y = 0.0f; vertices[2].Z = 0.5f; vertices[2].NX = 0.0f; vertices[2].NY = 0.0f; vertices[2].NZ = -1.0f; vertices[2].diffuse = colour;
vertices[3].X = 0.5f; vertices[3].Y = 0.0f; vertices[3].Z = 0.5f; vertices[3].NX = -0.0f; vertices[3].NY = 0.0f; vertices[3].NZ = 0.0f; vertices[3].diffuse = colour;
vertices[4].X = -0.5f; vertices[4].Y = -1.0f; vertices[4].Z = -0.5f; vertices[4].NX = 0.0f; vertices[4].NY = 0.0f; vertices[4].NZ = 1.0f; vertices[4].diffuse = colour;
vertices[5].X = 0.5f; vertices[5].Y = -1.0f; vertices[5].Z = -0.5f; vertices[5].NX = 1.0f; vertices[5].NY = 0.0f; vertices[5].NZ = 0.0f; vertices[5].diffuse = colour;
vertices[6].X = -0.5f; vertices[6].Y = -1.0f; vertices[6].Z = 0.5f; vertices[6].NX = 0.0f; vertices[6].NY = -0.0f; vertices[6].NZ = 1.0f; vertices[6].diffuse = colour;
vertices[7].X = 0.50f; vertices[7].Y = -1.0f; vertices[7].Z = 0.5f; vertices[7].NX = -1.0f; vertices[7].NY = 0.0f; vertices[7].NZ = 1.0f; vertices[7].diffuse = colour;
I'll post a screenshot as soon as I work out why the triangles flicker if I turn off lighting.