problems with refine connect (knight tutorial)

A while ago i ve started with the knight tutorial but i got stuck at some point.
i layed it aside thinking i would eventually find out later during my works with
3ds max. Now while i was working on an  other project i ran in to the same
problem again. i ve been searching on the forums which gave me an idea but i
couldnt fix it. i hope you can help me with this:

i want to refine connect existing vertices. when i click on an existing vertex i
get a message asking me weather i want to create a new vertex or use the
existing vertex and connect only. so i click on connect only. but to my surprise
it still creates a new vertex on top of the other one at both vertices. so what
i ve got is two new vertices which are connected. it is a new spline. i was
trying to weld but that doesnt work either. i ve read some where there is a bug
regarding this but im sure they must have fixed it by now. i ve also updated to
3ds max 9 sp2. still the same problem.

You can download the file here:
http://cid-51bceb22a3ac9ed7.skydrive.live.com/self.aspx/3ds%20max%20tutorial/kni
ght_spline.max.

i hope you can help me with this. thx for your time.

pencap

PS:can you recommend me an other program to do the splines stuff and import