Uhh all you need is cmd.exe on Windows.
1. Open a CMD window (start->run, type cmd.exe, click ok).
2. Change to the directory where your split files are stored
3. Type copy /b file1+file2+file3 destinationfilename
You can use wildcards too but I'm not sure if I would trust it to get the order right. Check the copy command help if you need it.