i would've thought CookieRevised's method would corrupt the headers of the AVI, especially if it used a codec such as DivX or Xvid.
you're most probably better off downloading software that joins AVI files without risk of corruption.
If you have VirtualDub, this can join AVI files for you.
VirtualDub : Joining AVI files
If you don't have VirtualDub, download it or find other software that does the job by google search.
