concatenating avi files

[adler-wRvlPVLobi1/31tCrMuHxg at public.gmane.org (Stephen Adler)]

Guys,

I got my video cam, an Insignia device, and now I've generated a boat 
load of .avi files. I'd like to splice them into one long .avi (or other 
format) file. What's the best way of doing this?

Thanks. Steve.