On of the better free software is Avidemux. Install it and follow these easy steps:

Lossless cut a video file

  1. Open the video in Avidemux through File - Open.
  2. Make a selection with the A and B controls at the bottom of the video view.
  3. Under Edit menu call Cut.
  4. Set Video Output and Audio Output to Copy mode and the Output Format to MP4 Muxer.
  5. Run File - Save giving a new name.

Lossless join video files

  1. Click on File - Open and select the first video file.
  2. 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).
  3. 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