blender equivalent to max weld tool

im trying to complete the joan of arc modeling tutorial for max, however in serveral instance through the guide i need to weld or merge faces. how can i do this in blender without making a mess of my model

Select the 2 faces, edges, or verticies, then press Alt + M. Click merge in center.

that doesnt work, whenever i merge it changes my geometry in a big way.
see the screenshot
Uploaded with

you want to add faces inbetween edges? in that case there are fill tools, shift+f and f in 2.49, alt+f in 2.5