mix videos?

[Nataxo]

hi, i wanna make a video, but there are different parts @ different places so...

what i wanna do is:

take the first part, and save it
take the second part and save it.
take the third part and save it.

now how do i make all those be in one same vid?=

thanks in advance

EDIT: btw i use windows media( avi uncompressed on F3 options)