Using nets in Eagle is easy. Here are the steps:
Select NET tool:
http://www.ke4nyv.com/eagle/eagle_net_step_1.jpg
Add NET to a pin like a wire:
http://www.ke4nyv.com/eagle/eagle_net_step_2.jpg
Select LABEL tool:
http://www.ke4nyv.com/eagle/eagle_net_step_3.jpg
Add LABEL to the NET:
http://www.ke4nyv.com/eagle/eagle_net_step_4.jpg
Select NAME tool:
http://www.ke4nyv.com/eagle/eagle_net_step_5.jpg
Select LABEL and change name in pop up, click ok:
http://www.ke4nyv.com/eagle/eagle_net_step_6.jpg
Final NET with changed LABEL:
http://www.ke4nyv.com/eagle/eagle_net_step_7.jpg
Repeat these steps on any pin that you wish to connect and make sure you keep the net name the SAME. When you do that correctly, Eagle will pop up a window asking if you wish for these nets to be connected.
Good luck,