This seems to be the way:
1. Concatenate (merge) the files
2. Put a .zip at the end of the merged file to turn it into a .zip file.
3. Unzip the file.
It will give you a new folder labeled MIDD397 containing 3 files; nike(MIDD397) (1) (1).avi, nike(MIDD397) (1) (2).avi, and a Thumbs.db