First do "trjconv" to convert .trr file to .xtc and then try "trjcat" to concatenate both xtc files into single xtc. Use -settime option in trjcat command.
All the previous answers are very good especially if you don't want to do this using VMD.
With regards to doing this within Vmd GUI application itself. You could use the following steps assuming multiple trajectory files. 1.xtc, 2.xtc, 3.xtc
1) Select the "New Molecule" pane under "File" menu in "Vmd Main" window to load the topology or structure file into Vmd. This could be .gro or .pdb
2 optional) On the VMD main window, right click on the loaded molecule of choice, and select "Delete frames..." from the submenu to delete coordinates loaded from pdb or gro file.
3) On the VMD main window, right click on the molecule, and select "Load Data into Molecule" submenu to select and load 1.xtc trajectory into molecule in step 1.
3) Repeat step 3 for all other trajectory filesAdd your answer(2.xtc, 3.xtc ...).
4) After loading all trajectories, you can save all coordinates in single trajectory file by right clicking on the molecule in the main window, and selecting "Save Coordinates" to save entire trajectory. Here you select output file type and then and press the save button.