Here’s a video on using Audacity to combine MP3 files to make a longer MP3 for use with Lightroom 3 slideshow. Audacity is cross platform and free to download from http://audacity.sourceforge.net.
If you’ve questions or comments, please feel free to add them below. Please note the video was exported as 1080HD video, so choose the highest quality your computer can handle (some older machines cannot playback 1080, but as okay with 720).