Well, it could be as simple as printing to a PDF.
But as for concatonating them, how are you saving the files? as HTML files, text files, or what? If as HTML, then I'm not sure right off hand that VBA will be the best tool for concatonating, though I'd be shocked if it's impossible.
So.... since Word can handle html files, you could try:
1. Open files in word
2. Print to PDF (If you don't have Adobe Acrobat, you can install soemthing like CutePDF to print to PDF for free. Well, Office 2007/2010 may handle this natively as well, I do not recall. I know that Adobe tried to sue Microsoft a few years ago over Microsoft building something of that nature directly into Office apps without requiring a separate product such as Acrobat. (I don't remember any details on that, just remember reading a mention or two online)
"But thanks be to God, which giveth us the victory through our Lord Jesus Christ." 1 Corinthians 15:57