TMPGEnc is excellent mpeg-1 & 2 creator and manipulator. You can join files and make rough edits too. TMPGEnc - Download: TMPGEnc 2.5 Plus Downloads
Or like Garbanzo says, Virtual Dub. There's a few different useful versions:
-virtual dub mod
-version 1.3c that handles .asf files
Google them if you want to find. They're all free. Start with normal and get the other ones if and when you need them.