Hudster,
On your post you mention Having 2006, any reason why you are not using the built-in command Join if indeed you are talking about colinear lines? If they are not colinear, use the PEdit function combined with Fast Select from the express tools. You can use it transparently as such 'FS when prompted to select all objects to join. FastSel is an open lisp file; a couple of added lines should be enough to select only object belonging to same layer.
HTH
To play on this answer, you can also use the "Multiple" option of PEdit. You probably want to set PEDITACCEPT to 1. Then type PEdit, then hit M. Select all lines/arcs you want joined. Type "J" for Join. Enter a "fuzz distance" at the prompt. You should now have a set of polylines.
Also, I still use QuickSelect, but one my favorite ways for selecting objects has become the Express Tools command "Get Selection Set" (GETSEL). To use this command, run GETSEL first, before running your other command (GETSEL doesn't work transparently). First option is to pick an object on the layer you want (hit return or right-click for ALL LAYERS), then pick the type of object you want (hit return or right-click for ALL OBJECTS). The objects will go into the current selection set. Then, when you run your command and it asks you to select objects, hit "P" for "Previous selection set".
This works in 2004 and up; I don't know about earlier versions.