For illustration purposes, let's say you want to merge List A into List B. Please follow the following five steps in order to do so.
Step 1. Go to Manage > Targeted Lists and open List A.
Step 2. Select all the names in the list. You can do this either by clicking "Select All" or ticking the box beside "Contact Name".
Step 3. Go to Actions > Save Selected as a List.
Step 4. Select "Save To an Existing List", choose List B from the drop down menu, click "Save and Continue".
Step 5. Repeat the process if you have additional lists to merge.