Problem with MPG file

So my digital camera takes video in MPG format. I upload to my PC, organize in whatever folder they should be in and go on about my merry way. As I was watching one of these videos, after about 70 seconds it goes to the video of another movie I took. When that video is done, it will go to another. The original video is about 6:30 long, and that's how long this one is going for. Note that it is not opening up any new files, its just like it's a compilation of a bunch of videos. I checked all my other videos, and this seems to be the only file with an issue. What causes the compilation effect, and how do I restore the video?