Okay, I'm apparently not doing something right... so bear with me here:
I made two paths. Both using the pen and containing multiple nodes. After drawing, I want to combine the paths into one object.
So, in theory I should:
Select both paths
Ctrl - K to combine the two paths into one object
Shift - Left click to select the two nodes where I would like the two paths to join
Shift - J to join the two nodes

Is this right?
I've tried and tried and every time I Ctrl-K nothing seems to happen...

Thanks!
Chevee

You process looks correct. Nothing may "seem" to happen because there won't be any visual difference. The most obvious way to tell it has worked is to edit object with . With selected the nodes for both objects should appear.

If they are definitely not combined, check what the status bar says when you attempt to combine them. If they're not combining the status bar should say why.