I'm not sure why your current code is failing (what is the Exception you get?), but I would like to point out this approach performs O(N-squared). Consider pre-sorting your input arrays (if they are not defined to be pre-sorted) and merging the sorted arrays:
http://www.algolist.net/Algorithms/Merge/Sorted_arrays
Sorting is generally O(N logN) and the merge is O(m+n).