Please, Who can advice the tool for either joining or converting these video formats? thanks in advance
It depends how you want the end result out. If compressed AVI is ok as a result, try opening the files (obviously all except WMA which is audio format) with VirtualDub and saving them into AVI after you've joined/edited files. VirtualDub from here: http://www.afterdawn.com/software/video_software/video_tools/virtualdub.cfm