To Merge Clips
Once again, assuming .avi
In VirtualDUB, click File>Open video file... and browse to the location of the first clip you want, to start it off.
To add another, click File>Append AVI segment... and browse for the next clip. Repeat as necessary (and each time they go onto the end of the clip so add them in order you want them to be).
Then, once again, click File>Save as AVI... browse to the desired location and give it a suitable filename.