A number of V4 users joining the forum - great, where have all you people been hiding?
I don't recall precisely, but the information should be somewhere in the V4 help, whether there is a limit of less than 20 to the number of reports you can load at the same time. There is a limit but I don't think it was less than 20, (V8 is 1024)
If you can see data from all 20 in the table then you don't really have a problem.
If you are not combining the reports in any way other than printing them (presumably in sequence?) as a single report, then just create a template that will trap every line, make a single field on a single line as wide as the report and load the table.
Make sure your table is set to use a fixed width font (Fixedsys for example) and you should see your reports displayed. You may want to define a page header to make some page breaks.
Print/Export and that should be job done.
Having said that if you need a good reason for upgrading to V7 - V8 even better! - then this may not be too helpful to you ...
I would certainly recommend an upgrade - the potential and productivity available from the later version are, as you would expect, much greater than can be achieved with V4. Given how useful V4 was and is I am sure you can appreciate how much could be gained from the latest versions.
You can also combine the files using the old DOS command copy (not xcopy).
I use this to combine 2 huge text files in Win XP pro, then use Monarch to view as one single file. I set up a simple batch file to take care of this housekeeping. An old trick from DOS 3, but still works with XP.
Syntax is copy file1file2... Destination file.
Hope this helps a bit.