My desktop is a Windows machine. I use a recent build of MPC-HC, with most of the internal splitters enabled (AVI, MP4/MOV, Matroska, FLV, etc).
For multiplexing Matroska files, I use MKVMerge. If I have a .WMV that MKVMerge can't handle, I use GDSMux.exe, which is included in Haali's Media...