I figured a way. It somehow needs to have an end point, even when I don't want to. It's just a matter of joining before the end points and deleting the final section that will last (delete the point).

However, it definitely would be easier to be able to connect the end of a road into the middle of another.

Hi, thank you all. TomH, that was exactly what I was looking for. :-)

It's not that I want to really delete, I was just curious.

By the way, does someone know how can I join the end of a street into a point (middle) of another? And no, the instructions don't work for me (it says they "don't share an end point" or something like that).

Thank you all, quick replies, huh?