Gah, I was going to show you how just now but this happened:
Basically, you first have to connect all the polys together. In polygon select mode, under your modifier tab, scroll down to "connect". Click on connect, and then click on all you other polys.
Next you have to weld the points together, do this by being under vertex edit mode, again in the modifer tab, scroll down to either 'weld' or 'target weld'
If you choose to use weld, set the threshold fairly high and press weld.
Hopefully it will merge the vertex's that are close together.
If that doesn't work, you can use target weld. Click on target weld, then click on one vertex to start the operation. Next click on the vertex you want to weld it too.
I know it's pretty damn hard to follow text, but I hope this will help you.