I tried this with .mpg files, not sure if it works with avi.
open notepad,
type this:
copy /b mpgfile1.mpg + mpgfile2.mpg mpgfile3.mpg
mpgfile1.mpg is your first movie. mpgfile2.mpg is your second movie.
if you have more than two, just add more + mpgfile3.mpg + mpgfile4.mpg, ...
the last filename (without the "+"

is the new name for the combined files.
save the notepad file as a bat file. (*.bat)
move it on the same directory as your movie files.
run the bat file.