mpeg files are quite easy to split and join etc, because you can literally just chop a file in half using any method you like and it will play just fine, then join them back together again and be fine again
the only problem you do have with just chopping an mpeg in the middle of a scene is that the image may be distorted for the first few seconds of the second part until the next key frame, although if chopped in the right place that's not a problem
unfortunately avi files often can't be, normally though you can chop them up then perform a (codec specific) repair
...but video editing programs are probably a better idea
(although personally when i have multi-part mpegs i just copy the contents of the 2 files in to a single file to merge them with no problems, a file copy is simpler and quicker than using slow complex video editing software)