Note! The videoclips must have same resolution, bitrates, codecs and so or else it wont work. It will only take a few minutes to merge DivX/AVI files, no reencoding required.

Install and start Virtualdub (extract all files to a folder and run the virtualdub.exe file).

Select File->Append Video Segment to open and add other videoclips. Repeat this step until you have add all you videoclips.
Select under Audio->Direct Stream Copy.
Select also under Video->Direct Stream Copy.