Acrobat: importing files argh!

[Harro de Jong]

I've got a sert of PDF documents I want to combine into a single PDF. When I use the 'Insert pages' command in Acrobat (7 Pro) to insert multiple files, Acrobat inserts them out of order. 
1. Using Shift-click to select multiple files doesn't work properly. When I select the files 1-2-3-4-5 in the File dialog, they end up being ordered 5-1-2-3-4 in the File Name box. This seems to be a Windows problem: all such selections have similar behavior.
2. Acrobat processes the files in the File Name box in reverse order. So if I manually edit the File Name box to show 1-2-3-4-5, Acrobat will import the files as 5-4-3-2-1. I'd have to edit the File Name box to show 5-4-3-2-1, and then Acrobat will import the files correctly. This is tedious. 
 
Is there a better way to import multiple files into Acrobat, or another way to concatenate PDF files? 
 
Harro de Jong