I'm not sure about .MP4 containers, but VirtualDub and AVIDemux can do this easily, though neither is particularly simple software to use. Virtualdub, you'll probably need some sort of plugin to import .mp4 files, looks like you can grab that here:http://www.videohelp.com/tools/Virtualdub
I'll go one further with AVIdemux and try it myself, I must have some .mp4 files somewhere.
edit: I just tried opening a .m4v (I believe this the same as .mp4 file, my buddy made them on his Mac) file in avidemux, then chose "append", chose another file, then save, and saved it as a new file. both avi and mp4 containers, worked fine. Videos need to be encoded at the same settings unless you want a bunch of extra work though. Go for AVIDemux, VirtualDub is for propellerheads.