Insert multiple html files into one Word doc

I am using Word XP.  I have a number of folders with html files inside. I
need to insert hte html files into a word document.  The html files are
named using letters and a sequential numbering sequence.

I do not want to use the File > Insert dialog for each insertion.  Is
there a way to automate this task?  Ideally, I'd like to invoke a
command that would insert all the html files in a folder into one
document.

Thanking you in advance for your sugestions ...

Fishy Lives!