What type of rig are you using?
If it's a premade one, it depends on how the author set it up. For example, the old lowmax rig was mergable. However, the new one is not.
If it's your own rig, then yes it's definitely mergable. The only thing you have to be careful of is that you don't setup anything that is name-dependant. For example, one of the reasons that the new lowmax rig is not mergable is because it uses scripted controller on some object that refer to specific object names (because it uses some redundant code in order to be compatible with version of max older than

. Thus, if you merge it (and do an "auto-rename" on the objects merged), you'll lose all of those scripted controller connections that are name-dependant and the rig breaks.
Hope that helps