You'll need to obviously copy them from the fat32 formatted external drive to an NTFS drive (or other file system that can handle larger than 4 gig files). In Windows, plug in your external drive and then you can use the following command as a template(let's assume F is your external drive letter):
Open a cmd prompt and type: copy /b f:\Blu* c:\NameOfMovie.iso
That will put a new, joined ISO image on your C:\ drive. Obviously change that template to whatever matches your system.