In need of "Film Clip" joining software.

I have a number of short .avi clips on my computer which I would like to combine into one file. (and no, it’s not porn! :p)

Are there any programs (freeware or shareware preferably) with which I can do this?

Virtual Dub is freeware, and I am pretty sure you can use it to join files. I have used it many times for other things and it works great.