It sounds like you're starting off by already doing it wrong. "Open" is used to work on a single file, which is why it won't let you select more than one. Review the instructions in the Merged Files thread. Which, incidentally, is where this should have been posted instead of starting a new thread.
My search did not find that post. I wiill search again, this time for that specifically. Thank you
Edit: What an IDIOT I am!!!! It's been so long since I last used S3PE I forgot how to import the files! I was importing them wrong. Sorry for bothering you guys and thanks for the help. I hope you don't flame me too badly for being such an idiot. I was opening the file, not importing the packages.