do you wish to view them on your computer as one file? or later to burn to DVD?
well if you want to watch them on your computer without having to select the other file after watching the first half, download VLC player (just google it) its freeware, and you can add the files as a playlist and the second part will play straight after.
and if you want to burn them to a dvd, if you use NeroVision as the post above says that is simple, or convert x to DVD also can do this.
On the other hand there are plenty of mpg/avi/video joiner programs available (again just google "avi joiner")
To join movies I did use the "re-author" feature in DvD Shrink. Just click the re-author button, just navigate to the files you want to join and just drag and drop. It's as simple as that. This is also good if your putting multiple episodes of Tv shows onto one dvd.
These days I use nero recode which is very similar to dvd shrink but I find the quality just that little bit better :-)
