I need a program that will merge video files

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I recently started to use UseNext to download some movie files I couldn't seem to get off the torrent sites I've been using the last couple years. I'm able to get these downloaded, but they come in .ts files. I was able to find a program to convert them, this isn't the problem. The problem is when the files are downloading, they're in all of these multiple files. They still play, and everything, but I want to merge them into one main file. Does anyone know where I can get such a program? I'd rather have a free software, if at all possible.