arcgis tutorial is on ArcGIS 10 itself,
just press F1, then go to Essentials Library>Getting started with ArcGIS>ArcGIS Tutorial
but the problem is, the exercise data is released separatedly from ArcGIS Desktop 10 DVD.
i have been download that data, but from some unknown source, i can't remember, maybe demonoid.
okay, back to polyline editing stuff.
um... i dont know...
if i were in your case,
i tried to digitize new polyline, but it start from the end,
and then it would meet with the last one vertex from another polyline.
it result with two polyline of course, but just merge it in editor toolbar.
it became one single polyline.
don't forget to activate snapping, for better result of merging.
i don't know if any solution out there