That's simple enough although it's actually the other way round from memory. Click on the session layer on the Layers tab then click on the Merge icon at the bottom of that tab (I can't remember exactly which one it is but I think it's the third one across). It will ask you which layer you want to merge into which will normally be the route layer.
Shane
P.S. It would have made more sense to post in the thread you mentioned.
