Not sure what you mean - you shouldn't be able to connect pins that aren't meant to be connected together without violating the fundamental way eagle works.
You can only connect things that have "air wires" between them - they are thin yellow lines. When you click the "route" button (you ARE using the "route" button yeah as opposed to the "wire" button?) and click in the window, it selects the nearest air wire.
Now it is possible to check if two unrelated tracks are too close or touching. Check out the "erc" and "drc" tools and their associated help files.