Joining segment movie files

I was trying to combine the segments of a movie, but the files are not recognizable by the computer. The files were not ending in .rar or .zip but rather with numbers indicating their sequence (with the file name being identical except for the numbers). This is how the structure looks:

Filename.avi.001
Filename.avi.002
Filename.avi.003
....etc

I've tried to used file joining apps like Splitfuse but it grays out the files in the import window, indicating they are not right for the app. I also tried some video players, as well as video merger apps, but they don't recognize them as movie files. Does anyone know what method or app to use here? I am used to opening the first of a set of .rar files and having it auto-combine the set of files, but that is not working here, and the files don't really have a proper extension.

Any help would be great. Thanks!

Try using hjsplit. Just google search it. I had it, and it give me a few problems, but it usually worked. I got rid of it because I hardly used it and there were rumors of a tracker built it, but I have no verification of that.

file extensions - maybe the numbers should be before the actual extension?

I think that your movie-editing programs think that "001", "002", "003", etc. are the file extensions. Try putting the numbers before the actual extension. Maybe that will work.

AVI is the format that my digital camera uses. If these are from your digital camera, did your camera put the numbers on the way they are, or did you?