You can place all the clips one after the other on the timeline then export the whole thing as one file in FILE/EXPORT.

You can lasso the contents of a folder with your mouse and then drag them to the timeline, MEP will place them one after the other in the order they are in the folder.
To lasso the files, hold your left mouse button down in the media pool and move across to turn all the files blue. Then drag them to the timeline.

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If you want to open several edited movies (.MDV saved movies)  in MEP simply open the first movie and let it place it on the timeline. Then click on the next .mvd file. MEP will ask you if you want to close the movie you have open, tell it no. Keep opening all the movies you have. Each time it will ask you to close, tell it no.

Under the viewer and next to the 00:00:00:00 timer you will see a little down arrow. Click it. All of your movies are listed there. Since you have the first movie on the timeline select the second on the list. It will open that movie. Go to Edit then Select All. Then Edit/Copy.
Go back to the first movie in the list and place the start marker at the end of the first movie. Select Paste.
You now have the first two movies on the same timeline, one after the other. Repeat this till you have all the movies on the timeline with the first movie, one after the other.
Put your start marker at the beginning of the timeline and the end marker after all the clips of the last movie.
Save it as one movie file.

Now you can export or brun a dvd of all the movies, set up chapters or edit them as one continious movie.

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In MEP 14+ you can "ripple" the movies and insert them where the movies will move down the timeline and allow you to ensert a pasted selection within a movie section>
To do this select the down arrow directly under the viewer that is on the same line of icons with the razor blade. After the razor blade it is three icons over. Select either Insert or Insert a range. Then place your start marker where you want to insert and paste. The selected clips will insert there and push all the other clips down the timeline to allow room for the selection.

I hope this helps you and isn't too confusing.
:-)
You can also find other MEP users in my  MEP users group at www.mepusers.ning.com

There are many members there who help each other and several tutorials you can watch and learn from.
Plus you can find tutorials at my blog: www.intheviewfinder.blogspot.com

Good luck and happy editing!
J.