heya, im pretty darn new to Maya too, 2 weeks old baby. hahaha.
but i think the steps are..
1) combine the two objects together (Polygon>Combine)
2) select Vertices u want to merge, then Merge Vertices (Polygon Edit>Merge Vertices)
the Merge Edges are similiar, but u must be in wireframe mode, or have wireframe on shaded..
and if sometimes nothing works, after all the steps... check Normals (Display>Polygons>Normals). Long lines should be coming out (like Hellraiser).
If the combined object have its Normals fixed, but still can not merge... i have no idea how.... because IM STUCK ON IT NOW.