Mass data import from 200 files... automatically?

Hello!

I think this time a have a special little problem to figure out for our excel lords in here ^^

I have around 200 files, all named from 001.xls to 200.xls, all containing the same format, the same number of colums, but a different number of lines.

Now I have the great task to actually open all these files and copy each files data into one file and start analyzing it. Well, since I personally have no interest to open, copy and paste 200 hundred times, I am wondering if there is any faster way to let excel automatically copy the data into this master file?
I am thinking about somehing like *='001.xls'Sheet2!B2:E20*

One thing is that each file never has more than 20 entries, thus i would only need excel to import the from line 2 to 20 from a certain file and then do same thing all over again with the next file.

Every suggestion is welcomed!
Thanks a lot!
A2k