I would like to make the transition between these two parts more gradient. Now they are just two parts shoved into each other.
I thought over some several possible solutions (fusing vetices or selecting vertices from the rotor and extruding them to make the wing (but selecting the vertices in an oval shape from the rotor is a awfull dificult job))
In any case in Blender you have to think a lot before you model. Personally
I would have made the rotor, then go to edit mode, select tha half where the wing should connect, Swap Selected, Hide Selected. Now I would have select (easily) the oval shape for the wing. Extrude and scale, Extrude and scale up to the point the wing is there.
I would try a boolean intersect between the objects, removing the stuff inside (as it would be unnecessary), joining the resulting meshes by removing doubles, then subsurfing the result.
You don’t have to subsurf if you don’t want to. Do the boolean intersect like cohort suggested. Then select the vertices in a small area around the joint, subdivide once or twice and then hit the smooth button a couple of times. That should make it look nicer.