Combine and Weld

Suppose you have two shapes that overlap -- an X -- that you want to combine into one object. We could start with the two shapes, select both, then COMBINE (Control+L or Arrange/Combine from the pull-down menu). Unfortunately, when you COMBINE two overlapping objects, you'll get a 'hole' where the objects overlap as seen in the illustration One object, yes, but it has a 'window' in it.

This may be what you want and it's useful for some types of graphics -- but if it's not what you intended, you'll need to take a different approach to turning your objects into a single object.