make sure everything is the same mesh (select something and if everything selects then its one mesh)
then go to vertex selection, there might be two vertices on top of each other, so you'll have to drag-marquee select them, then hit the merge vertex button or in the menus (provided you're in the modelling menu set) go
Edit Mesh > Merge
but you have lots of verts that need to be merged, so what i suggest is select ALL vertices of the entire mesh, go Edit Mesh > Merge > 
then in the options change the Threshold to something small like 0.01, make sure "Always merge for two vertices" is selected then hit Merge or Apply
that's a "Ch" pronounced as a "K"
Computer skills I should have:
Maya, XSI, Photoshop, AfterEffects, Motion, Illustrator, Flash, Swift3D