Hi,
quick and dirty,
in case there aren't more than 1000000 files to process, ;-)
Sub Test8970()
Dim l As Long
Dim s As String
On Error GoTo finish
For l = 1 To 10000000
Open "c:\test\" & CStr(l) & ".txt" For Input As 1
While Not EOF(1)
Input #1, s
ActiveDocument.Range.InsertAfter s & Chr(13)
Wend
Close #1
Next
finish:
End Sub

Signature
Greetings from Bavaria, Germany
Helmut Weber, MVP WordVBA
Win XP, Office 2003
"red.sys" & Chr$(64) & "t-online.de"