In this new post from the splitbrain.org website (creators of the Dokuwiki application), there's an example of how to join wav files together with PHP with a quick and easy script.

I'm currently working on a CAPTCHA plugin for DokuWiki and thought about providing audio output for users not able to see the image. This is pretty simple for CAPTCHAs - there is no need for complicated speech synthesis because you only need recordings of the 26 possible letters. But you need a way of joining those recordings on the fly...

There was an example he found previously, but it seemed like overkill, so he rolled together his own solution - a 24 line script that takes in the filenames of the wav files and spits back out the joined resource. This functionality has already been added to the CAPTCHA plugin if you'd like to check it out.