How long ago did you get your kit? Those instructions are out of date. Either use the instructions here (for a Mendel bought before 1st March 2013, with horizontal x axis): [
reprap.org]
or the instructions here for the newer Mono/Tricolour Mendel: [
reprappro.com]
With the ribbon cable, yes, crimp 2 wires into one crimp for each side of the heater resistor. In the newer instructions, the order is slightly different:
1. Heater cartridge Wire 1
2. Heater cartridge Wire 1
3. Thermistor
4. Fan + volts
5. Fan Ground
6. Thermistor
7. Heater cartridge Wire 2
8. Heater cartridge Wire 2
The outside pairs are used, so it doesn't matter if you plug in the connector the wrong way around. Also, be VERY careful that the connectors do not touch each other; you'll blow up your Melzi! 12V runs through the fan and heater all the time (they are switched on ground); the thermistor runs on the 5V logic side, and is connected directly to the Arduino chip. This is a weakness of all reprap electronics, not just the Melzi.