To start with let me know something: there's VirtualDub and VirtualDubMod. What's the difference between them and which should be used? I have aleady seen that there are some items (like Audio) that are not on VirtualDubMod. But I don't know if that's the only difference. Now the specific question: is there any way to use VD or VDM for joining files, video or audio?
VirtualDub is open source and supports open source Codecs. VDMod and VDMPEG are based on VD and also support other codecs, like MPEG2. The easiest way to use any of them to join is to make sure all the source files are in exactly the same format.
Here is a guide for joining avi's with VDM: http://www.afterdawn.com/guides/archive/virtualdub_join_avi.cfm