Sorry, it's not clear at all. Perhaps if you could show an example of two data sets with what you are getting a what you want to get, we could help.
If you are using a DATA step MERGE, you should read the that section of the reference manual carefully; the details are important.
If you are using PROC SQL, read read the similar sections on the types of JOINS. The rules for combining aren't 100% identical.
Doc Muhlbaier
Duke