If you are trying to multiple files into one long piece, tools like Flixier or HandBrake can merge MKV and MP4 videos into a single sequence.

The gold standard for web, mobile, and hardware compatibility.

If you are looking to work with a file named ba3162e2sdede.mkv.mp4 (which appears to have a double extension), you are likely either trying to it to a standard format or rename it for better organization. 1. Resolving the Double Extension