Merging Layers with different data types

Hi

Im new to esri and geoprocessing, so forgive me for posting maybe a newbie Q

Ive got multiple .shp layers that i want to merge, but using ArcMap 10's merge, or even ETG Wizard it only merges some of the layers.
I think its because not all the layers has the same fields or data types.

Further more i tried using Append but same happens.

Any ideas?