Stuck on Gun modeling tutorial

[Daz]

Well, im stuck on this tutorial http://psychokillax.tripod.com/html/weaponmodeling.html , the part that i am stuck on is where he says: Now, Move a vertex which is supposed to be connected to another on top of the other one and when it asks you Weld coincident end points?, say Yes. I just dont understand what he is saying, if someone could put that into a clear explination that would be great, or could you just tell me how to fill the gap between the lines in please. pictures below of what i mean.