Thanks but that doesn't really solve the issue. Having multiple instances of the same movie clutters up the library.
Stacks DO solve that problem. When the Stack is collapsed, it only shows as one entry in your library, and you can apply tags to it as though it is one file.
Unfortunately, Theater View doesn't handle Stacks right now very well, though, so if you use Theater View to browse your library, Stacks probably won't work for you currently (hopefully they will add Stack-Awareness to Theater View and Display View at some point in the future).
The easiest way to solve the problem right now? Don't have multiple files. It is trivially simple to mux those three separate files into one MKV using MKVMerge, and it doesn't take long at all to do. To do this:
0. If you don't have mkvtoolnix,
download it from here (the Windows build is way down on the page, grab the installer version).
1. Open up MKVMerge GUI from your start menu.
2. Add the first file from the sequence to the Input files list (either drag-drop the file from MC directly into the Input Files box in mkvmerge, or click the Add button and browse to find it).
3. Click the Append button, and then browse and find the second file in the sequence. Repeat this until you've added all of the files in the right order.
4. Optionally add a Track Name and Language to the General track options section. You don't need to do this if you don't want to.
5. Click Start Muxing. It will create a MKV in with the same name and in the same place as your original source file, with all of the contents of those two or three files "appended" together. This is pretty quick. It isn't recompressing the files, it is just taking the existing streams out of the source files, and weaving them together into a new MKV. Then, you can import this new MKV into MC and delete the original files.
There are a few restrictions to this, but they usually aren't a problem. From the mkvmerge help document:
Appending a file on the other hand will cause all tracks of the second file to be appended to tracks of a previously added file. That way the contents of those tracks will be played one after the other. You can only concatenate tracks that are of the same kind (video to video tracks etc), have the same codec (e.g. MP3 to MP3 but not MP3 to AC3) and the same parameters (e.g. the sample rate must match).
You can tell an added file from an appended one by looking at its name. Appended files and tracks start with "++>".