I think this is the most common, and in terms of losing marks the most serious, error that I come across in work at all levels. At GCSE, if you regularly comma-splice, you are going to seriously damage your chances of your writing being placed in the upper mark bands.
If you have no idea what I’m talking about, here are a couple of online resources that should help out:
A Canadian site with a very clear explanation (unfortunately you can’t do the online quizzes without being a student there)
BBC Skillswise site: pitched at adults with literacy problems, but there’s lots of useful stuff here for ‘plugging gaps’ where you are making basic errors. Covers various different ways of making sentences including a specific worksheet on comma splicing.
I’ve also put some useful ‘flash’ based guides on my A-level blog, but I don’t mind you looking at them, too. Here they are.
If there’s anything you’re unsure about, please ask.