Weld vertex selection to the last selected vertex
Drag-n-drop miauu_WeldToLastVert.mzp to 3ds max. Go to Customize - Customize User Interface. Under "miauu" category you will find "Weld to last vertex".
Works with Editable_Poly and Editable_Mesh obejcts and Edit_Poly modifier.
The best way to use this script is to assign a hotkey.
Script was tested on max 2009 but should work on max 9 and 2008.