Is this a freeware, or pay thing? I’ve got audacity and it doesn’t look like you can do it there.
This is making one long file from the contents of a digital recorder.
I think Handbrake can do it. It’s free.
Definitely you can do that in Audacity.
Import the individual files. They’ll show up in seperate tracks initially.
Cut and paste the second, third, fourth, etc tracks to the end of the first, in the order you want them.
Once you’ve cut from tracks, they’ll be empty, without audio, and you can delete them.
Once all the audio is in the same track, use the export function to turn it back to a single MP3 file.
Somewhat surprisingly, you can use the built-in Windows copy command to concatenate mp3 files, e.g.
copy /b file1.mp3+file2.mp3 newfile.mp3
Hmm… will that work if they’re different bitrates? 
I suppose I could experiment.
I tried with a VBR and 160 mps CBR mp3… surprisingly windows media player actually played both, although the progress bar only showed the first song.
And I still think Audacity is a good tool to “properly” do this with. 
You can do it in Audacity, but:
That is true, but in experiments I did many years ago I found that 99% of the audio degradation to high bitrate mp3 files is done with the first encode (where it first applies the steep low-pass filter). Subsequent re-encodes suffer very little degradation. It is not like audio tape, where every generation adds the same amount of noise.
What menu/command sequence would do that?
For Audacity?
[ol]
[li]File > Import > Audio…[/li][li]Edit > Cut[/li][li]Edit > Paste[/li][li](Repeat 2 and 3 for each MP3 to merge beyond the second)[/li][li]File > Export Audio…[/li][/ol]
If I remember correctly (and I may not be), you don’t have to cut and paste in Audacity. Just import all of the files, slide them along so that they are sequential one after the other, then select all and export as wav or mp3 or whatever you want your final destination file to be.
You mean 2 keystrokes for each file? There’s 125 files.
I haven’t used Audacity for a while, but I think it supports batch commands.
Failing that, if you don’t mind a learning curve, there’s an audio application called REAPER which has a free trial, and allows very sophisticated batch processing.
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If you use the Merge MP3 freeware I suggested, you can either select an entire folder full of mp3 files to merge, or click on “Add files” and bulk select files using the keyboard or mouse. Having hundreds or thousands of files on the list is no problem.
I tried Goldwave on it and it worked. I found it very hard to fathom audacity containing dozens of files and didn’t seem to read what I wanted to do.
I second Merge MP3. It will concatenate MP3 files with no quality loss.
Audacity is a great program, but I don’t recommend using it for this purpose because it will re-encode the file (resulting in loss of quality) when you save it.
I have an old version of Roxio Recordnow (9) where I can drag and drop additional files into an open project, then join the clips.
Audacity does have one difference: you can manually “smooth” over the junction between songs (i.e. eliminate either noise or silence that would indicate where the splice point is). I’ve gotten pretty good at doing so.