Here's an easy way to combine two video files into one. I did this on Ubuntu, but this should work on most any distribution. First, you need mencoder if you don't already have it. In a terminal:

sudo apt-get install mencoder

After it installs, change to the directory that has the files you want to merge and execute the following command:

mencoder -forceidx -oac copy -ovc copy video01.avi video02.avi video03.avi -o merged_final.avi