To join them you have to use the "bounce to clips" command. Highlight the pieces you want to join (by holding the CTRL key and selecting). Once all the clips are selected, use bounce to clips from edit menu. CW PA9 had a "combine" command that I personally liked better, but they removed it in Sonar.
Alchuck, I think if you use the approach you suggest you might still "hear" the punch by "hearing" the silence in the middle of the clip. In other words, the punch is still noticeable. The cross-fade might help with this, and it's certainly worth a try.
I never had much luck except by punching into silence. What happens when you punch into actual sound is that the (new and old) waves don't align properly, and that is what you "hear". By punching into silence you are not "cutting" into an existing wave.