Joining AVI or mp4 video files together

[#1]

Yesterday I went to the Great Dorset Steam Fair, and videoed several exhibits that were being displayed. I intend sending the videos to a friend in Australia. Unfortunately, several of these videos are very short so I would like to stitch them together to make one video. Most are still in avi format but some are now in mp4 (I still have the avi versions if I need them)
Can anyone recommend a cheap (preferably free) software that could be used to do this. I have Win 7 and Any Video Converter.
Many thanks

[#2]

Best thing to do is to run them through the Any Video Converter to make them all MP4 or AVI...
If you do them all in one "hit"... I think there is an option to "join" them as one file.... if not ... have a look at Kates Video Tool Kit V7.0  free and see what that can do...

[#3]

MP4 & AVI are "container" formats - you are probably going to be faced with remuxing them to common audio/video formats before you can join them together.

[#4]

And AVC will do that... you have to select the mux before you "convert"    by default it is AVI... so no problem...
Just load them all into the big box and click "convert"... it will convert them all ,... and if it has the "join" option, it will do that... all in one go...  easy peasy .. 

[#5]

Thanks all. I've successfully joined two videos, so now I can try doing the rest
Regards