Windows Movie Maker, if you don't mind outputting wmv.
If you do,
VirtualDubMod if both avis are encoded the same.
XVid4PSP if they're different. (Probably a bit over what you need, but it does have a simple Join function and isn't too picky about your inputs)
(
Kamikaze Stoat £4.09, Sun 8 Feb 2009, 15:23,
Reply)
Nicely!
VDM seems to not work because of the codec. I'll try XVid4psp :)
(
Redsushi! Whoop! Whoop! Yes, that one!, Sun 8 Feb 2009, 15:32,
Reply)
copy /b movie1.avi + movie2.avi +movie3.avi fullmovie.avi
(From a DOS / command window while under your movie files directory)
Your milage may vary if you're using funky codecs, but this has always worked for me.
(, Mon 9 Feb 2009, 15:26, Reply)