wen u sucesfully merge the verts at border edges they will unhighlight
wen ur mergin check ur distance in the options as if it was at 1 it wont have merge so set it to somethin like 4
if u had go polygon clean up an tick nonmanifold geometry an (select the obect then tell it to clean up)
faces where there were problems will be highlighted this should sort out the problem
oh an make sure the verts r close u can use snap to point by holin down 'v' an mmb clickin here u want it