Easiest way to do it is to double click the merge vert tool (or edit mesh>merge>options box) and set it some something low, like 0.010, then select all the verts and hit merge
It looks like he has some tight bevels. Try using 0.0001. This will make sure only verts that are directly on top of each other are merged. Having this radius too large can destroy some of the more detailed parts of the model.
Imagination is more important than knowledge.