They are split to meet the 'scene' standard.
You can join sucessfully only if the two parts are exactly the same encoding with the audio being the same sample rates. A few are not.
You can use Boilsoft AVI/MPEG/RMA/WMV Joiner if you can find a free one.. This is popular. If you fancy your chances, you can use VirtualDub (which is free)
http://www.dvd-guides.com/content/view/14/59/ or also this here:
http://www.avidemux.org/
Of course Moviemaker sees avi's .. DV cam import for most cams is avi .. It really depends on the codec used as to whether recognised or not.It will not join in the way you want properly.