Editing AVI files is easily done through VirtualDub but for .wmv and
.mpg files the tools are less easily available. Two very good command
line tools are available for editing these files viz.
AsfBin - Very well done editor for Windows media files
MpgTx - A tool being developed largely for POSIX apps.
Both these applications are freely available for download for non-commercial use.
Movica is a graphical user interface that uses these fine programs to edit
movie files. A great deal of emphasis has been placed on keyboard
shortcuts to make the job of editing easier.
Briefly what you can do is -
Select or delete multiple portions from a video file.