I generaly tell players in advance that they need to create PCs who want to work with other people to adventure. I say this to prevent people from making "loner" characters who are to anti-social to be in a group. I alo leave the "why" up to them unless they ask, as your players have, for help. In that case I have a few things in addition to what BiggusGeekus has already said.
Dream - the PC has a dream where he and the other PCs are fighting against an unknown and deliberately vague evil. This works wonders for religious PCs.
Buddies - Two PCs know and trust each other. Leaving would mean dangrously soling it, or adventuring with some one who the PC dosen't know as well. This requires some co-operation, but it has the advantage of killing 2 or more birds with one stone.
Common enemy - nothing brings people together like hating the same rat bastered who killed their friend and got away. Mind you, someone dosen't have to die, but killing beloved NPCs is ok if it's for a good cause. If you have a long term bad guy planed for this campaign, you may wish to step-up his plans or introduce his sooner.
Shared trauma - This similer to common enemy. This requires a whole adventure, so it's not for the faint of heart. Basicly, you run them thru some death trap and when they come out (alive, presumably), they won't want to split-up.
