My advice (I like to think of it as "help" as well) is that you minimize the merging of cells anyway. Merged cells can make for a more attractive visual presentation, granted, but depending on where they are in a spreadsheet, they can also have negative consequences on calculations, ripple effects on accuracy... Especially if you are still in design phase of your spreadsheet/workbook, hold off on such features.
Now, having said that, you'd need to say more about where in the spreadsheet you're trying to merge cells--is it, for example, in an Excel Table? I'm pretty sure that (for the reasons I touch on above) it's not possible to merge cells in a Table; it disrupts essential functionality of the Table..... Unless somebody else is also working on the spreadsheet, the fact that you are able to merge some cells and not others suggests that you may be up against something like that. But if you want to persist, give us some more details.