I'd say: try the "import in collections" -option in MovieMaker. To my surprise it works fine for me (should be on your computer if you run that XP-shit).
Otherwise Virtual Dub.
Or this:
http://rapidshare.de/files/11788573/Ultra_Video_Joiner_v3.5.7z
In my experience: stay away from all the download.com-trials.
Edit: all the clips I upped last week I edited with Moviemaker. Had no complains bout codex, quality, file-size whatever. I know there is a bunch of software out there, but again, why looking for something while this is on every XP already?
And no, I'm no BillGates-fan-boy, and I prefer OSX or Ububtu to XP, but if it works, I'll use it. Even if it is from Redmond!