First try this:
While on the first call, dial the 10-digit number of the second person.
Press SEND; the first person is automatically put on hold while the call is made.
When the 2nd person answers, press SEND to create a conference call.
If the second person does not answer, press the SEND key twice to end the connection and go back to the first person.
To end both conversations completely, press the END key.


Not sure if it is done the same way as it is on my phone.....if the above first method didn't work, try this then:
1.	Call a number or receive an incoming call.
2.	Press the Menu key.
3.	Tap Add call.
4.	Perform one of the following actions:
Enter a new phone number.
Tap the Contacts tab, and then tap the desired contact.
5.	Press the green Send key.
6.	Press the Menu key.
7.	Tap Merge calls.