This may be problematic if you've used very similar names a lot. So most likely what you want to do is click-and-release on the menu, arrow-down to iPhoto Events, arrow-right to get into that menu, then type the name of the event.
(Note that if you initially click-and-release on the dropdown, you can navigate the menu by using the arrows or by typing the name of the thing you're looking for. Find the event you want to merge stuff into. If you imported your Events from iPhoto, you'll see those nested under an iPhoto Events option. However! If you click on the dropdown menu, you will see a list of all your existing albums. When you activate it, you'll see a dialogue box that has two widgets - a dropdown menu, which will default to saying 'New Album', and a text-entry box, which is for the name of the new album it defaults to using the location and date metadata. Select all the photos you want to combine, both the new stuff and the old.
