Stitching or Combining MTS Files

I am having the dangest time trying to figure this stuff out. I video my son playing baseball and after the game I have about 200 mts files from my Canon HF10.

I want to stitch the files together to burn them on a disc but I can't find any good instructions.

The ImageMixer 3 SE software that came with the cam will create a disc with 99 scenes but there is not a smooth transition between scenes.