Well, first let me say welcome to the forums!!! You first have to either make an MPEG version of each video or download the MPEG versions of each video at GameSpot. Here's a link
http://gamespot.com/gamespot/filters...,00.html#media
Then once you have all four movies use Windows Movie maker and "import" them then you should be able to figure out how to put them together which is pretty easy becuase it's not too hard to figure out then save the file, i recommend saving it on the highest quality becuase even then it'll be a farely low quality.
[This message has been edited by Mad Dog (edited August 09, 2001).]