How can I combine two data file into one?

[Ming Yang]

Hi, folks
    I have a question for you. I have two GrADS gridded data sets. One
contains the climatic data from 1 to 500 year, the other has the same
kind of data but from 501 to 1000 year. Now I would like to concatenate
these two files into a single file having the whole 1000 year data. Do you
know what is the best way for me to do this? Thank you for your time.

Best,
Ming