Oh hey, the *Best* way of doing it is to use a piece of software called adobe premiere. It's great for post work. You just import the video into it and export it as one big file.
However, it is an expensive program and we're just lucky because our school has copies laying around.
However, there is a way to do it with 3ds max. If you use the video posting. Its found up in render, video post.
The way this works, is you use the two buttons I've hightlighted. The first of those buttons is the import video button. The second is the export button. The trick to all this is lining the video up correclty. You can see in this image that i have two imports and one export. The first import takes up the first few seconds, while the second takes the rest. The red and blue lines to the right of the names are the time frames that the video file occupies. You have to line up the video there to get it to work right. Then simply create an export file and have your video exported right out. And that should get ya to the point of being able to submit! Any other questions, feel free to IM me at aim s/n: Specialagentjim
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AIM S/N: Specialagentjim