Well, you take the two film reels, you find the position where you want to join the two movies and you tape them together. Your friendly neighborhood cinema projectionist might be able to help you out with this.

Seriously though, what software are you using and what exactly are you trying to accomplish? Are you a user of Magix Movie Edit Pro? If so, you will find a dedicated function to join movies (MVD files) in the "File" menu of more recent Movie Edit Pro versions. This would enable you two attach another MVD file to the loaded MVD file. It could be another MVD file that you have saved and can locate on your hard drive or it could be another movie that is already currently loaded into Movie Edit Pro (multi-movie project mode).

In older versions, you might have to take some extra steps to accomplish the same result, e.g. loading both MVD files into one disc project and doing a range copy of the entire second one, just to switch back to the first one again and paste the copied data at its end.