ubamous3 !!!
Here's the easiest way. In attachment (hope that won't be removed, is not warez) is old, but good little program called Addawav, last version 1. 3 (shareware without expiration and limitation ?!?) 120 kb. First, you'll have to encode all files in WAV (MP3 not suported, sorry), add them in program, sort them into the right order, click on GO and first file file is therefore extended to accomodate the whole wav file.
P.S. Program is very useful for anyone that works with large files. Cut them in smallest parts, edit in some audio editor (Sound Forge, Cool Edit, WaveLab...), rename it with: 01, 02, 03... Add them in Addawav, and in a few second you'll get a big file...
Hope that help...
Best...