It's totally natural to have pinky and ring fingers slightly bound together, it's because they are controlled by tendons that naturally come into contact with one another. Even Chopin (Great, great pianist, wrote amongst many other things the minute waltz which you must have heard) who was a fabulous piano shredder complained that he couldn't master his little finger.
Here's an exercise for finger strength:

Fret with 1st finger, pick string with 2nd finger of hand,
Fret with 2nd finger, pick string with 3rd finger of hand,
etc..
Try picking notes with fingers different numbers of frets apart including using the pinky.
To be honest I've never tried the exercise but I do sometimes pick with the same hand as I fret and it's tough, don't overdo it.
This is an exercise you can use to play some chords which otherwise you couldn't play one-handedly because the involve barring strings with one finger e.g.

E 5 (pick with pinky)
B 5 (pick with pinky)
G 5 hammer
D7 hammer

I shan't pretend I don't have pinky problems, my pinky flies away too, but perhaps everyone needs to pull it back a bit esp for hammer ons.