Heres my goal. I have a directory full of .xls files, around 500 or
so. I would like to
merge all these files (all located in c:\data) into one master file.
Doing
this through a macro would be prefered because importing each file
individually would take about 2 months to complete :)

All XLS files are the same. The formating in all 500 xls files are
identical. The only thing that varies is the data held with-in. The
columns and what not are the same. They just hold information for
specific dates. And I want to make one master that combines all the
information from the past 2 years into one XLS file.

Any help with this? Im new to macro's and dont really know where to
start :(