I know... it seems like a goofy choice to do this, but we wrote a free tool to merge shapefiles together because JDOffice exported boundaries as a single shapefile for every field.   Many people wanted to just import a single shapfile with a record for every field instead, so one of the many functions of the JDO Boundary Tool is to merge multiple shapefiles together into a single shapefile.

http://www.mapshots.com, and go to Download in the lower left hand corner.