This is the problem from Curves and Surfaces(Montiel, Ros). The hint suggests the surface $S$ parametrized as
$$X(u,v) = (e^{-u}cos(u), e^{-u}sin(u), v)$$
to be the answer. Though I understand that the surface is not a closed subset of $\mathbb{R}^3$, I don't understand why $S$ does not have a larger connected surface that contains $S$. I guess it should have something to do with the limit points of $S$, but I am not perfectly sure. Could anybody help me with this problem?