you need some video editing software. if you use Microsoft Windows then just open Windows Movie Maker, "insert" both videos and use the "export" function to create the new one.
If you are on Microsoft Windows you can use Windows Movie Maker to combine the videos together. If you are on a Mac OS X, you can use iMovie to combine them.
If you have windows you can use a program called Windows Movie Maker on WIndows XP. There is also a newer version in Vista and in Windows 7 that you can use to do minor edits to video. You can also purchase a program called Adobe Premiere Elements that will let you edit video.
I depends on what kind of video file and which operating system you are using. Windows Movie Maker is a free program that can join different video clips, allowing you to even create your own movie.
The video clips, assuming they are digital, can be combined with any number of free video editing software programs. I prefer Microsoft's Movie Maker, which allows you to import and combine clips.
To combine two video clips, you will need to use video editing software on a computer. Transfer the footage to the computer and edit the two clips together.