Connecting vertices in different objects I'm trying to connect 2 adjacent vertices pairs to create 1 face, and using F does nothing. I think that's because the 2 vertices pairs are in 2 separate objects. 

See the image -- the blue square is where I need the face to be. 

How can that be done?

Thanks!!
As you correctly suspected, you can only create faces with vertices of the same object. Join the objects first, by selecting them in Object Mode and pressing CtrlJ. Then create the face by selecting the vertices and pressing F.