Problems extruding multiple edges
 

Ok, I have been extruding multiple edges and every single time, the edges are not together, so I ended up merging the vertices one by one. Is there a better way to merge multiple edges without merging the vertices afterwards?
Better explaination is from the pic below...

Press 1 or type "on", in the "Keep faces together" field in the channel box when you've extruded.

Or keep it together all the time without having to constantly change it in the channel box by going to:

Polygons > Tool Options > Keep Faces Together

Thanks! You guys are the best!