Merge Audio file to Audioless Video File

I have two video files 1. .avi file 2. .mpg file
I also two audio file 1. .mp3 file 2. .wav file

Both audio file have same audio and both video file have same video.

I want to add any one audio file and one video file and convert into one .avi or .mpg file which contains audio and video both.

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I also want to convert .swf movie file to .avi movie file. Any body help me.

I require your help. Kindly help me since I am in urgency.