Take a look at the following:

If you put all of the documents in a folder by themselves, a macro
containing the following code should insert each of them into a new document
in the date order:

Dim MyPath As String

Dim MyName As String

Dim Source As Document, Target As Document

Dim SourceFile As Range

Dim i As Long

Dim FileList As Document

Set FileList = Documents.Add

'let user select a path

With Dialogs(wdDialogCopyFile)

   If .Display() <> -1 Then Exit Sub

   MyPath = .Directory

End With

'strip quotation marks from path

If Len(MyPath) = 0 Then Exit Sub

If Asc(MyPath) = 34 Then

   MyPath = Mid$(MyPath, 2, Len(MyPath) - 2)

End If

'get files from the selected path

'and insert them into the doc

MyName = Dir$(MyPath & "*.*")

Do While MyName <> ""

   Selection.InsertAfter MyName & vbCr

   MyName = Dir

Loop

'Sort the list of files

FileList.Range.Sort SortFieldType:=wdSortFieldAlphanumeric,
FieldNumber:="Paragraphs"

'Delete the empty paragraph that will be at the top of the list of files

FileList.Paragraphs(1).Range.Delete

'Start a new document into which each of the others will be inserted

Set Target = Documents.Add

'Iterate through the list of files, getting the name of each file, opening
it

'and inserting its contents into the Target document

For i = 1 To FileList.Paragraphs.Count

   Set SourceFile = FileList.Paragraphs(i).Range

   SourceFile.End = SourceFile.End - 1

   Set Source = Documents.Open(MyPath & SourceFile.Text)

   Target.Range.InsertAfter Source.Range.FormattedText

   Source.Close wdDoNotSaveChanges

Next i

Also see the article "Print all documents in a given folder to a single
print file" at:

http://www.word.mvps.org/FAQs/MacrosVBA/PrintAllDocsInFldr.htm

This is a VB.net example, running through directories and getting filenames.
The point in which y´ve retrieved file information is indicated by remark <<
actionpoint
Here you can print or do whatever you want with filename as retrieved.

   Private Sub SomeSubroutine()
       'enter the rootfolder you want to inspect
       Dim di As DirectoryInfo = New DirectoryInfo("c:\data\MyRootfolder")
       GetFiles(di)
   End Sub

   Private Sub GetFiles(ByVal InspFolder As DirectoryInfo)
       Dim sMsg As String = ""
       Try
           For Each fi As FileInfo In InspFolder.GetFiles
               sMsg = "Filename: " + fi.Name + vbCr
               sMsg += "Date modified: " + fi.LastWriteTime + vbCr
               sMsg += "Parent: " + InspFolder.FullName
           Next
       Catch ex As Exception
           sMsg = "Error accessing folder:" + vbCr
           sMsg += InspFolder.FullName
       End Try

       'now a messagebox output but
       'you can perform the action to the file y've retrieved
       MessageBox.Show(sMsg) '<< actionpoint

       For Each dir As DirectoryInfo In InspFolder.GetDirectories
           GetFiles(dir) '<< Recurse
       Next
   End Sub

--
Krgrds,
Perry

System:
Vista/Office Ultimate
VS2005/VSTO2005 SE