I've got about 40 excel documents. Each contains the same number of
columns, and 25 lines worth of data.

Rather then have 40 files, I'd like to have a single file with the data from
each of the indvidual files all on this single file.

Up until now, I've opened each doc, done a copy paste from the original doc
into a master doc.

This was ok for a while, but it appears this may be a regular thing I'll
need to do. Is there any way to automate this process. The files will all
be the same, in number of lines of data and number of columns.

Thank you