Sorry about that!? My original reply took me to a sign up page where I didn't know that it would "attach" to this post!
For this post: I have found that devices are unique and let you merge in different ways. Also, Each device has several different ways of storing and managing contacts. Some type of contacts are easier to "merge" than others. Right now I'm working with the Droid 3 - and there you have to find the contact you want to join to another, touch on the contact, hit the Menu button, then click to "Edit Contact" - and then hit the menu button again so that you see the "Join"
These are just my basic notes - I'm sure there are better notes out there for you to find.