A quantum gas of ultracold polar molecules, with long-range and anisotropic interactions, would not only enable explorations of a large class of many-body physics phenomena, but could also be used for quantum information processing. We report on the creation of an ultracold dense gas of 40K87Rb polar molecules. Using a single step of STIRAP (STImulated Raman Adiabatic Passage) via two-frequency laser irradiation, we coherently transfer extremely weakly bound KRb molecules to the rovibrational ground state of either the triplet or the singlet electronic ground molecular potential. The polar molecular gas has a peak density of 10^12 cm^-3, and an expansion-determined translational temperature of 350 nK. The polar molecules have a permanent electric dipole moment, which we measure via Stark spectroscopy to be 0.052(2) Debye for the triplet rovibrational ground state and 0.566(17) Debye for the singlet rovibrational ground state. (1 Debye= 3.336*10^-30 C m)