I have downloaded 18 videos of a movie from YouTube in
Which software can I use to merge all 18 videos into one?
I'd go with Avidemux.
First I'd convert them into raw video, merge them, encode them into x264+ogg(mp4). But you should grab those movie files in better quality which already comes in mp4. Tell us where did you get it (if its a video sharing site like YouTube), there is a way I guess to get a better copy.