Merge / Join two video files with VLC (working !)

I have seen so many tutorials that just do not work that I decided to post one that does....
Here is the command you want to execute in the command prompt:
"C:\Program Files (x86)\VideoLan\VLC\vlc.exe" 01.mp4 02.mp4 --sout "#gather:std{access=file,dst=03.mp4}" --sout-keep
Make sure to change: 01.mp4 02.mp4 and 03.mp4 to what you need.