You could try Avidemux, it's free, and works well on Win XP. Also works on Mac OSX Tiger, tho not as well as on Windows.
(I'm using Avidemux 2.5.3)
Assuming that you have the .FLV videos downloaded and on the hard drive.
Open Avidemux, click "Files" > "Open" and browse to your 1st FLV. file.
To merge the 2nd FLV. click on "file" > "Append"
Avidemux will add the 2nd FLV after the first, And so on, as long as the video's are the same size. If not the same size, you'll have to re-size them somehow, So, I can't help you there.
To save the file as an FLV, Assuming the video's are all the same size, make sure that "Video" (on the left) is set to "copy", and "Audio", is set to "copy", change the format (on left under audio) to FLV or whatever. Click "File" > "Save" > "Save Video"
When naming your video, make sure you add the extension .FLV
(example; Myvideo.FLV )
Should also work with MPEG4, but I never tried it.
Hope it helps.