Mac OSX, Linux and Unix have a command line utility called 'textutil'.
It can concatenate (combine in sequence) several files into one single file.
I don't know if Windows has a similar program.
I used textutil several times to combine several html files into one file. As long as they are numbered sequentially you can use a wildcard in the concatenate command and it will grab all the files called 'foo1' thru 'foo9' for instance and stitch them together.
You still need to clean up the output but it is fast and just takes one single command.
http://www.unix.com/man-page/All/1/TEXTUTIL/
Archon