Multiple files on a single web video

I just started using Replay Media Catcher. There was a particular training video that I captured with the intent to convert it to my iPod/iPhone. This was a 2+ hour long video and the Catcher recorded it as 438 separate MPEG-4 movies with an average 1.4MB each during the recording. So what would be my next steps to convert it to a single file and play it on my iPod?

Sounds to me like this was captured with the Web Stream Dumper. Do you have that checked off?

Well I thought I did. Maybe I need to try it again. But I'm pretty sure it was off.