I dont see a movie pref?
"Movie Properties" in in the "Window" menu. Select the audio or video track, then the "Audio Settings" or "Visual Settings" tab.
How exactly do I combine videos?
Open each video in a QuickTime window.
Select the second window, and "Select All" in the "Edit" menu (⌘A), then "Copy" (⌘C).
Select the first window, move to the end of the video with the ►| button (or use the slider to select some other position) then "Insert" (⌘V).
If you cut from an audio QuickTime window, you can use "Add to Movie" ("Edit" menu) to add it as an audio track to a video. You can remove tracks in the "Movie Properties" window.
When finished, use "Save As" from the "File" menu.