How to join different video files, but not lose quality?

I was using easy video joiner and it's really good, but it can't join (for eg.) .avi and .wmv file all in one. It can be done with some programs but the i loose quality. And it does not work if i convert them.

I do all my WMVs with

Boilsoft AVI MPEG RM WMV Joiner
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For AVIs, the best tool I've ever found is VirtualDub. Downside is, if it *isn't* in AVI format, you can't do direct stream copy (guaranteed no degradation).

Mind you, with the right plug-in filters, you can do a fully processed join and get a potentially *better* video out, if the original wasn't good to begin with.

for the Mac there is a GREAT program - VisualHub...try to get it!