Ugh that would be a drag- there are two possibilities - one is that it is actually a feature of the font - many script fonts dont connect well if at all
If thats not the case or even if it is you can do the following to help change that.
Highlight the text and open the text character palette
Find the letter spacing symbol and adjust to minus values for less spaces and + values for larger spacings.
Just remember to chnage it back to normal as your choice remains for teh next time you use text.
Ive attached a screen shot for you
