combine several movies into compilation

[Ngezi]

I guess you can detect the problem from my subject
I want to combine several movies into one compilation for use in a presentation. BUT all the formats are different. Size as well as codecs.
What is the easiest way to do this ?
I got premiere here as well, so that might help if? I just hope I don't have to recompress them to mpg or raw.

any suggestions ?