You do not need to merge vec files for object classifier training using the cascade of weak classifiers approach. I keep wonder why the hell people merge vec files, and always the answer is because they want to create artificial data vectors. Avoid this at all costs if you want you models to do something with sense.
Skip the complete haar training interface and move on to the traincascade interface, which is better supported, more bugfree and better supported.
Start with the traincascade and createsamples information in the documentation.
