Intersecting lines

Hi, I am the greenest newbie alive.  I am drawing with the pen tool (grrrrr not able to master) and when I have intersecting lines such as 2 s shaped curves the mid point has a gap so that it looks like someone erased part of one line.  I am using 25 pt round brush.  Also this is in CS 5.5  I have tried to highlight all the lines at once looking for some tool to change this and no luck  I searched google for lines intersecting and gaps and nothing seems to fir my problem.  Any help would be appreciate.  Loving Illustrator so far.

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