Try using the Makostra video container.
Firstly, you need mkvtoolnix. Download and install it, then you need to fire up mkvmerge GUI (unless you like command-line tools, which is fine by me - although you might want to look at the file linking section of the mkvmerge documentation).
Add your first file by clicking "add". Then, click on "append", and open your second file. Set the output file, hit "Start muxing" at the bottom, and away you go!
If the container is unsuitable for your needs, you can reencode it, or try to convert it to some other format... Although MKV is a very lovely container!