Kamal, did you read the link in the previous message? You must use SSMS to merge partitions. You can't use BIDS to merge partitions on the server. You could delete a partition and then change another to include the data that you just dropped from the previous partition. The actual merger is SSMS is only a two-step process: http://msdn.microsoft.com/en-us/library/ms175640(SQL.90).aspx
At some point I'll have a partitioning video but I don't know when. Even then, I don't know if I'll do a merge since it is a simple process.