Chantal;

It's possible.

You'll need to insert some field codes in
the 'destination' document. Here's a sample:

{TOC \O "1-3" \U}
{RD "Using File One.doc" \f}
{RD "Using File Two.doc" \f}

Of course, don't type the brackets yourself; use the
Insert -> Field command.

Post back if you need further directions.