I use Videoredo for doing that. It's not free - I think a licence costs about £30 - but it makes it very easy to remove segments (eg continuity announcements and adverts) and join together two files as long as they are the same spec (eg same format and same number of audio and subtitle streams).
The advantage that it has over programs such as Adobe Premiere (Elements) is that it does a simple copy of the source to the destination apart from the few frames either side of a join where it needs to recode the data: this means that it is a lot faster than Premiere which needs to render (recode) the whole project, which is very computer-intensive.
Beware of programs which *don't* recode either side of the join. They can lead to a nasty glitch - a few frames of rubbish - if the start of the new segment is not on a full frame boundary but is instead on an incremental frame of the MPEG/H264 stream.