I tried three different methods in order to concatenate songs

* Audacity: Works, but it adds a "click" sound between the first and
second song
* cat command: I tried `cat *.wma > result.wma` and `cat second.wma >> first.wma`. Both have the same problem, the resulting file is just the
first one.
* ffmpeg: `ffmpeg -i "concat:uno.wma|dos.wma" -acodec copy result.wma`, same problem as cat command, the file result.wma is a
copy of uno.wma

Any help?