If you have FBReader installed, then the easiest approach may be to convert the multi-file HTML to Plucker and read this with FBReader.
Another option is SnowSoft merger, which makes one HTML file out of a multi-file HTML document. I first heard of it from
HTML E-Books. A single-file HTML can be read using the iLiad's web browser based reader, or again by FBReader (or convert it to MOBI).