This is a common expression, and indicates that the group draws itself together, into a unit, and, I think, can incorporate both the suggestion by Charles, and the point made by Jeanette. Another possibility would be "we linked arms", which is another common phrase. It still remains undecided whether or not the group actually were able to resist the temptations that they obviously felt were in their path. Good points by Charles and Jeanette, and this is just a suggestion that I think is more in line with English usage.