i am not to sure if this can be done by way of a .bat?
1. Open a blank text file.
2. Type copy /b *.mov "output_file_name".mov
3. Save the file with a .Bat extension.
Let's say you saved the text file as Joiner.Bat.
4. Now Copy and Paste this Joiner.Bat file in a folder which contains more than one mpg files.
5. Double click the Joiner.Bat file.
A combined file named "output_file_name".mov is created from all the .mov files in the folder.
Based on the limited testing I did, this trick didn't work with avi and wmv file formats.
However, you can try and check if this works for other file formats.