joining squares effect

I have created a grid of squares in Adobe Illustrator and I would like to "join" them similar to pixs below. But I don't want to redraw the affected square. Is there a filter or effect that will help me?

http://www.microsoft.net/library/homepage/images/ts_020213vsnet.gif

http://msdn.microsoft.com/products/shared/images/bnr_VisualStudio.gif

Thans in advance!!

/J5

dont know about in illustrator, but in photoshop i would put them close by corner to corner, select them, feather selection and fill