May interest someone .. I tried it, worked a treat !!
MPG JOINER:
A very good alternative way to join MPEG's is to load them into an UNCOMPRESSED Zip archive (using Winzip, Winrar etc.), and don't save extra directory information. Place them into the archive one at a time to keep them in order. Then save them with the name "name.zip.mpg". You don't need to put zip in the name, but it makes it easier to remember which ones you have joined using this method, and also easier to change the extension back to .zip to extract them later.
MPG files split this way can be joined and viewed even if some of the parts are missing, as long as you have the first one or two segments.