How do I combine two shapefiles into one shapefile?
My GPS unit tells me this:
(arcpad 8 juno) the map projection for *.shp does not match the current map projection
If you could provide more insight into the error message that would be useful.
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The ArcPad error message is a different problem (and probably should have been posted as a separate question). Shapefiles have a spatial reference associated with them (usualy in a .prj file), so does the map. The error message states that the two are different and the data cannot be reprojected. ArcPad 8 can actually deal with different projections, but this support is rather limited and is not as comprehensive as in ArcGIS Desktop, which can reproject data on-the-fly for just about any projection. See FAQ: What projections, datums, and related parameters does ArcPad 8.x support? for details.
You can change the map projection to match that of the shapefile, if it's supported. You can also do the opposite - reproject the shapefile to the coordinate system used by the map. Reprojection of feature data can be done via the Project geoprocessing tool.
Most commonly the default projection for GPS units is not a projection at all, but Lat lon.
You may be able to change that to the projection of your data, which would remove the message you are getting.
The other way would be to re-project your data.
After combining your shape files (if that is still what you want to do) you can simply set the projection of the document to the same projection as your default in the gps.
Then right click on the layer and select data> export.
Be sure to check the "same as data frame" check box, and select a location.
Walla! your new shape file is in the projection that the data frame is in.