This will do the job, but it's not free. Sorry don't know of any free ones. http://www.amlsoft.com/power_video_joiner.html
Hi, how are you? Well, I´m going to talk about my experience: I downloaded a film in some parts that were .flv (flash extension I supposed). So that I converted the files to .avi (with "OJOSoft Total Video Converter") and joined them with "AVI MPEG RM WMV Joiner". That's all... The process could be a little bored, but on the other hand the programmes that I have mencionated are really friendly, and the steps to do that are extremely easy! (Of course you can find them in a minute using Saint Google) The programmes are shareware, you can buy it or... Sorry for my English, and I hope my comment would be useful.