It can be done, and the best way to get started is to record the macro
to perform the operation once, then alter the macro to accommodate the
rest of the files. Additionally, you may need to have 2 files open at
once: the "master" file that holds the imported text files, and a
"temporary" file that imports the text file. The macro may need to
switch from one file to the other to move the imported tab from the
temporary file to the master, and then close the temporary file.
You can post your code to this newsgroup for debugging assistance.