Ripping Multiple Streams to 1 File?

[Hart Larry <chime hubert-humphrey com>]

Hi All:  I am right now ripping wmv streams of a Presidential Candidates forum, 
with m player.  However, I would really rather have 1 longer file than several 
individual candiate files.  Are their simple ways to do this?  Some1 suggested 
I try multiple urls on the commandline.  If I were to cat the files, would it 
distroy any formatting?
Thanks so much in advance
Hart