You can get joiners. They'll do the job.

VLC is a decent player (ugly but it plays most things): http://www.videolan.org/vlc/ (choose nearest mirror site)

Video Joiners: http://www.download.com/3120-20_4-0....&search=+Go%21

http://www.topshareware.com/X-Video-...load-12320.htm

http://www.doeasier.org/joiner/

http://www.008soft.com/

http://www.aone-soft.com/joiner.htm

FREE ones: http://www.download.com/3120-20_4-0-...=&ca=&x=34&y=7