However, using an AVI editing tool to join AVIs, will almost always yield good results. There are many AVI editors around, but for this tutorial, we'll use VirtualDub mp3freeze.
First, make sure all the AVI files you want to join have audio synch (ie. the video matches the audio). If they do not, you should try to fix them here. Joining AVI files without audio synch will mean that by the end of the joined AVI, you'll have a massive audio synch problem, and since at the beginning the AVI is in synch, but not at the end, it will be very hard to fix this.
Start up vdub-mp3-freeze, click "Video" at the top and then click "Direct stream copy". (Screen Shot Below)

Do the same with the audio choosing "AVI Audio" and Direct Stream Copy

Now go ahead and click "File" at the top, then "Open video file..." and select your first .avi file you wish to join (red) and then click the "Open" button (blue). (Click "NO" if it asks you if you want to rewrite the header) (Screen Shot Below)

After it is loaded, click "File" at the top, then click "Append segment" and select the 2nd avi file or the file you want to join to (red). You can repeat this step for each avi file you wish to join if the film has more than 2cds. However you may experience sync issues. If you do try joining cd1 and cd2 and the adding further segments to the resulting file. (Screen Shot Below)

After selecting all of the files you want to join, go ahead and click "File" at the top, then click "Save As..." and type a file name for the final .avi you will produce (red). Then click "Save" (blue) and wait for it to finish. Done! (Screen Shot Below)
