I'm following a video on youtube http://www.youtube.com/watch?v=uHNzPpXemR4
at approx 31.07 he closes up the door using the edge then welds the four into two verts, i can only weld one or the other but not both, any ideas???
I tried that, still wont weld! I've no idea what's going on. 
Uncertain without having the scene to look at, but it's likely that you're trying to weld vertices which cannot be welded. Looks like you're trying to weld vertices which would result in the Edge between them having more than 2 Polys attached to that Edge, which is not possible.
If you want someone to look at the model and tell you for certain, zip the scene (the .max) and attach it to a reply.
