Vertex Merge doesn't work, maya

I know, it is a lame question but i would love you if you answer.
I started """ working""" with maya today, i already used Merge for the door frame and it worked. This time, i am trying doing a window (a square window) and i wanted to Merge polygons to do a cross, i deleted the face i wanted to Merge to and then i tried to connect the vertexes with Merge tool but i can't click and drag.
Help! :)