I have been a long time user of CutePDF Writer to create PDF files from other files like Word, PowerPoint, Excel, and even webpages. It simple installs as a "printer" on your computer and you select that instead of your actual printer.
Today, I found out how to merge multiple PDF files into one PDF file. The best news, it's free!
Quick PDF tools is a great resource. The software is easy to install and very easy to use and the website has easy to follow instructions. You simple select the PDF files you want to merge in Windows Explorer, right click, select QuickPDF tools, and select merge. You can then order them in the window in the order you want them merged, and then select merge. It is really that easy.
I ended up using it today to merge 15 different PDF files into one guidebook that I use when teaching Google for Educators. It was easy to do and saved me a lot of time and effort.
Check it out!