AVI-Mux GUI
http://www.videohelp.com/tools/AVIMux_GUI
http://www.alexander-noe.com/video/amg/
> Drag and drop both files
> Hold 'CTRL' key to select both
> Click 'Generate data...' bar
> 'Start' to save your new joined file.

Read more...
Miscellaneous software guides, tips, and tricks on a variety of topics (mostly dealing with video). Though it's almost certainly not the only way to do it. This is how I do it, explained to you, step by step.