adding a roll of vertices

I have seen in tutorials the artists need some more vertices in one place and he/she click a key and poof there is a few more right where they click the mouse. Now can someone tell me what the key is that does that and how they get right number of them when they do it.

Hm… I guess you may be talking about the “quick extrude” (not the official name… ;)), which is invoked like this: Select any numer of vertices around the edge of your model, hold CTRL and click.
Hopefully that’s what you are describing…

That almost what they did. How would the last one connect to the edge.

If you have an edge selected and use ctrl-lmb, it will extrude the edge “connecting” it.