If you're fortunate enough to have a Mac, use iMovie. If you have a PC, Windows Movie Maker (usually filed under all progams/accesories) is a standard extra on most PCs. Be warned though, it's not very good at large compilations and will require frequent cursing at and/or threats of being thrown through a third floor window into a street of busy traffic to make it work.
I assume you are familiar with the process of finding the raw material for your compilation :-D