I presume you are talking about audio files ie mp3, wav, mp4, ect.

In order to combine them you need and audio editor program.

Listed below are the programs that I use to edit audio, and create audio files from tape, LP's ect.

Voyetra: "Audiosurgeon"
Nero: "Nerowave Editor"
Cool Edit Pro (Which is Adobe Audition). Best of all but expensive, but if you do a lot of audio work the best. Adobe has a 30 day trail if you wish to try it.

The other two have trial versions that you can try out.

I use all three for various editing functions I do.

There are others, I think Roxio "CD Creator" has an editor.

There are probably others, try searching limewire for "audio", "audio editor" see what happens.

The best are the three above with Adobe being #1.

larry