Here's a simple way to join two AVI files together. The AVI's should be the same in regards to type (i.e. XvID/DivX, audio bitrate etc.):
$cat movie1.avi movie2.avi movie3.avi > movie_temp.avi
$mencoder -forceidx -ovc copy -oac copy movie_temp.avi -o movie_final.avi