cat oddity?

[robinmcf at altern.org]

  I have a load (30+) of  videos recorded on my cellphone which I was 
planning to edit together.  After reading on the web that 'cat'  can be 
used to join mpeg-1 files together along the lines of


cat 1.mpg 2.mpg 3.mpg ... > all.mpg


I gave it a try but it's not working out, I seem to be getting 1.mpg 
with a frame or two from 2.mpg.


  Am I missing something fundamental or is there a prob with cat?