Código:
Dim I As Long
Dim Texto As String
Dim Bufer As String
For I = 1 To 500
Open "C:\archivo" & I & ".txt" For Binary As #1
Bufer = Space(LOF(1))
Get #1, , Bufer
Texto = Texto & Bufer
Close #1
Next I
Open "C:\archivo_completo.txt" For Binary As #1
Put #1, , Texto
Close #1
PD puede aber fallos ya k no lo e probado.
Salu2