Perhaps you could give a bit more info such as are the two files the same type and format? If yes, you can go into terminal and append the two with a concatenate command.
If you try the above, I suggest you first make copies of your original two files to experiment with. The nice part about this option is you don't need extra software and you are not converting your files. Just check the location of where the two join with playback software to see if all went well.