I assume that the mp4 is from a camcorder and it is small packages on your computer.
Use a program like Videoredo click here to join them together (just drop all similar files in (e.g. cam1,cam2,cam3 etc) and the program will sort and join for you. This will be savable to a MPEG or VOG file, which you can burn using normal burning software.
I know I have said about this program many times, however I do a lot of Video work and it is one of the best programs i have come across
It is not free, but has a 15 day fully functioning trial period.