Just need to tell merge what to do...(note I added two extra genes into df1)
Code:
> df1
Gene Change Padj
1 1 212 0.00060
2 2 99 0.09000
3 3 15 0.70000
4 4 59 0.45600
5 5 418 0.00001
6 6 566 0.00000
7 7 123 0.00000
8 8 125 0.04000
> df2
Gene Statistic FDR
1 1 28 0.0005
2 2 17 0.0070
3 3 3 0.8100
4 4 8 0.2800
5 5 48 0.0020
6 6 111 0.0000
> merge(df1,df2,on=Gene)
Gene Statistic FDR Change Padj
1 1 28 0.0005 212 0.00060
2 2 17 0.0070 99 0.09000
3 3 3 0.8100 15 0.70000
4 4 8 0.2800 59 0.45600
5 5 48 0.0020 418 0.00001
6 6 111 0.0000 566 0.00000
edit: Looks like "on" isn't necessary...something else going on with your data? Merge is pretty smart by default...