how can i merge the polygons which have different coordinate system with the map coordinate sytem

in order to merge the polygon I go to editor tool and then select merge, however in my case when I want to edit it is giving me this statement" the layers are in a different coordinate system than the current map coordinate system. you can edit data in a different coordinate system than the map" So what can I do so that I can start editing and then activate the merge toolset so that I can merge the polygons. The merge toolset is not active.