On of the better free software is Avidemux. Install it and follow these easy steps:
Lossless cut a video file
- Open the video in Avidemux through File - Open.
- Make a selection with the A and B controls at the bottom of the video view.
- Under Edit menu call Cut.
- Set Video Output and Audio Output to Copy mode and the Output Format to MP4 Muxer.
- Run File - Save giving a new name.
Lossless join video files
- Click on File - Open and select the first video file.
- Click on File - Append for your second file and repeat that for the rest of your files (it's also possible to Drag and Drop the files into Avidemux).
- Run File - Save giving a new name.
Note: if you have many files to join download the following Avidemux Tinypy Scripts, extract the zip file and run the script through File - Project Script - Run Project...
Hint: create a shorcut that executes the following: avidemux.exe --run AvidemuxJoinMp4s.py