Overlap Extension PCR

Overlap Extension PCR is used to create long DNA fragments from short ones.

or used for Engineering the replication of target DNA through cloning, or changing its genetic code through mutations

PCR amplify the necessary fragments, using polymerase enzyme. They should have about 15-25 bp overlaps. Use oligo Tm calculators to figure out their annealing temp.
Clean up or gel extract the correct size band. Use cleaned up fragments as "template". Unlike normal PCR, about 1/2 to 3/4 volume of the extension reaction should be template.
Use proofreading enzyme for extension. Run 3 reactions of 10,15 and 30 PCR cycles without end primers. (Template extension step) Add end primers, then continue cycling for another 15-20 rounds. Gel extract the correct fragment. Clone into a your desired vector.

check out the latest Nature Methods Protocol
http://www.nature.com/nmeth/journal/v4/n5/pdf/nmeth0507-455.pdf