I am using an Access database to hold information about
constituant Word documents.  The code that I posted is
only a small portion of the routine I am using.

I create an ADODB.Recordset object and read through an
Access query that contains the "names" of all of the
documents that I wish to compile in to a single file.

Here is a quick summary of what I am doing:

sSQL = "SELECT * from qryCheckList"
Set pRS = New ADODB.Recordset
pRS.CursorLocation = adUseServer
conMDB.Errors.Clear
pRS.Open sSQL, conMDB, adOpenStatic, adLockReadOnly
If (pRS.BOF) And (pRS.EOF) Then
  MsgBox "No documents available!", _
         vbOKOnly + vbExclamation, _
         "Nothing to process.  Exiting."
  Exit Sub
Else
  If objWord Is Nothing Then
    Set objWord = New Word.Application
  Else
    Set objWord = GetObject(, "Word.Application")
  End If
  objWord.Documents.Add
  Set pWordDoc = objWord.ActiveDocument
  pRS.MoveFirst
  While (Not pRS.EOF)
    sSourceFileName = pRS.Fields("SOURCEFILENAME").Value
    If (sys_IsFileExists(sSourceFileName) = True) Then
      pWordDoc.Parent.Selection.EndKey 6
      pWordDoc.Parent.Selection.InsertFile sSourceFileName
    end if  'make sure file exists!!!
    pWordDoc.Parent.Selection.EndKey 6
    pRS.MoveNext
  Wend
End If 'recordset exists?
pRS.Close
Set pRS = Nothing

pWordDoc.SaveAs (sWorkingDocName)
pWordDoc.Close

Set pWordDoc = Nothing
Set objWord = Nothing

HTH