Hey dimwit, your LOTR sig is hilarious
Ok why dont u try a few of the following pages. Really good tutorials here. Most of them link you to other sites too.
I'm sure somebody in here must have already posted something similar
About merging all layers together (i guess that's what you want) just press Ctrl+Shift+E or from the Layer Menu=>Megre Visible
If you want to merge specific you can either just hide some layers and do the above by clicking in the layer's window the small box with the eye in it. Another way is to link layers together, by pressing in the layers window the box next to the "eye box". A chain icon will appear. Choose which you want to link together(this way the active layer will be merged also) and pres Ctrl+E or from the menu Layer=>Merge Linked