In order to create geometry you some time need to match two edges distance, this is done with the right mouse button. While creating an edge in one of the three axes and holding down the left mouse button you press the right mouse button and move the mouse over to the vertex you want to snap to then release the left mouse button to create an edge.

If you press the right mouse button while drawing outside one of the axes the software will choose the axis closest to where you were drawing. This concept of right mouse button snapping can be found in a number of places in the application like where you are moving vertexes or using the transform manipulator.

Note: Releasing the right mouse button will cancel the snap, so be sure to release the left mouse button before the right when creating the edge.