I join MP3 files myself for the purpose of audiobooks - on my Treo, Pocket Tunes doesn't bookmark well when the book is multiple files, but it works great when it's a single file.
If you don't care about the metadata, you can even just use a DOS command to combine everything in a folder. I posted it here somewhere, but can't find it at the moment. Wait... here it is -
https://www.mobileread.com/forums/sho...0&postcount=15