I want to combine a circle with the rest of my mesh. Can I do that and if so how?
If they’re both meshes, select both and Control-J.
If the circle’s a curve, you’ll need to convert it too, Alt-C, at least in Blender 2.5 on keyboards with ‘Alt.’
Also, while you are in edit mode for that mesh, you can shift+a and select Circle from the list, you can change it’s properties with the f6 menu (or Toolshelf (T) to the left), and align to view (tickbox) if needed. Be aware that the added circle will appear wherever your 3d cursor is. Luckily we can snap the 3d cursor to a vertex close to the place in 3d space that we want. For Example use the menu’s Mesh->Snap->Cursor to Selected. Then add your circle