On the off chance that this ISN'T some new form of spam, I will answer your question. Someone else may find it useful...
Joining the pieces (Kinda):
These are .WMV files and can be a bitch to edit. My normal video editor Pinnacle Studio 10, usually chokes on reading .WMV files, even though it can write them. But.....
You can use a .ASX playlist file that Windows Media Player will understand, and string the pieces together. That's why I say, "Kinda" join them...
Here is the basic format of an .ASX file using those videos you mention.
<Asx Version = "3.0">
<title></title>
<Abstract></Abstract>
<Copyright></Copyright>
<Author></Author>
<Entry><Ref href = "01.wmv"/></Entry>
<Entry><Ref href = "02.wmv"/></Entry>
<Entry><Ref href = "03.wmv"/></Entry>
<Entry><Ref href = "04.wmv"/></Entry>
<Entry><Ref href = "05.wmv"/></Entry>
</asx>
Just create a text file ( right click -> New -> Text Document, on the desktop and double click the resultant "New Text Document.txt" file ) or ( Open Notepad ) and copy the above code into the file. Then "Save As..." a file with an ".ASX" extension. Put this file in the same directory as the videos and you're all set.
This format can even be used to join mixed video file formats, as long as Windows Media Player understands the formats. ( .wmv, .asf, .mpeg, .mpg... )
Just copy the <Entry> lines and change the text between the quotes (" 's) for each file you want to add to the playlist. You can even change the header lines, as shown below.
For example:
<Asx Version = "3.0">
<title>Redhead</title>
<Abstract></Abstract>
<Copyright>2006</Copyright>
<Author>Steven King</Author>
<Entry><Ref href = "anya.wmv"/></Entry>
<Entry><Ref href = "petra.mpg"/></Entry>
<Entry><Ref href = "longhair91.wmv"/></Entry>
<Entry><Ref href = "longhair92.wmv"/></Entry>
<Entry><Ref href = "longhair94.wmv"/></Entry>
<Entry><Ref href = "longerhair01.mpeg"/></Entry>
<Entry><Ref href = "longerhair02.mpeg"/></Entry>
</asx>