Downloaded movies in 2 parts? Sounds very much like the sort of illegal stuff obtained by BitTorrent.
For the moment I'll give you the benefit of doubt but ensure you comply with the forum rules about any illegal activites.
The best way to join these is with VirtualDub (free btw).
Open the first file, append segment - the second part. Go to Video & click Direct Stream Copy & then just save as ...
2 minutes later you've got a complete movie.