Actually u should use a video converter.
U can merger or edit ur videos during the conversion and watching with a optimum video converter.
Personally i often use Pavtube Video converter.It allows users to trim,crop,merge,adjust,add GIF animation when watching videos.
It has powerful features than any other video converters,I m convinced.
It can convert video and audio files with comprehensive formats as follows:
Input formats: WMV, ASF, WMA, AVI, RMVB, RM, RA, MOV, QT, MP4, M4V, 3GP, 3G2, DAT, MPG, MPEG, MP3, VOB, DV.
Output formats: AVI, MPG, MPEG, VOB, MP4, 3GP, 3G2, MOV, WMV, FLV, DV, MP3, AAC, M4A, WMA, WAV, AC3, MP2.
http://www.pavtube.com/video_converter/