In AVIDemux select video=copy, audio=copy, format=mp4 – or format= (choose the format of your input files)
Click on File>Open and select 1.mp4 then click on File>Append and select 2.mp4, and add any additional files to append using the same method, File->Append
Click on File>Save>Save Video to save your output file and give it a name and extension of mp4 such as [final_file.mp4]
Creds: http://forum.videohelp.com/threads/337246-how-to-join-files-in-Avidemux