If you're using Windows, you can go into the built-in Disk Management console and delete a partition that does not have any data and extend the other partition into the unallocated space.
As Shinrai pointed out in the comments, this does not work if you want to do this for the active drive.
How to open the Disk Management console (Windows 7; similar for other Windows OS's):
Right click Computer and select Manage:
Select Storage then Disk Management:
The Disk Management console is now open.
How to delete one partition and extend the other into it:
Open the Disk Management console
Delete one partition, preferably the one that does not have data on it by right clicking on the partition and selecting Delete Volume:
You will then have an Unallocated partition:
Right click on the other partition and select Extend Volume: