[Slyk]

You've got a couple issues.
1. when you make a ladder or most anything else, don't use a grid size smaller than 2 if at all possible.
2. sounds like your ladder needs to be 'snapped' to the grid. You can either highlight all the pieces, press '2' for grid size, then press 'crtl+g' to snap it or build it again from scratch. You'll have to check each step of the ladder to see if they intersect with another piece...that's where you're getting the funny yellow/grey/black lines.
3. to climb the ladder you need to draw a seperate brush a little taller, same width. It should overlap the steps by 2 units or so. Once you draw that brush, right-click and select 'function/ladder'. The brush will turn a purple color and say 'ladder' on it. Then you need to orient the angle of the ladder. i.e., 90, 180, 270.... IF it isn't at 0/360 degrees. Do this by highlighting the ladder and pressing 'n' to open the entity menu. At the bottom click the degree number or type key='angle' value='90/180/270'

There are a few tutorials on ladders around some sites. Check for them, sorry I don't have any web addresses handy.