Try this app,
VirtualDub download (at SourceForge) - virtualdub.org
You can load the first clip and then append the rest of them.
then in the Video Button on the Menu, select "Direct Stream Copy", and check the Audio menu as well and have that set to "Direct Stream Copy"
And then save the AVI.
Should only take you a couple of minutes to do, as long as Virtual Dub can load the files.