Sorry, maybe I'm not explaining it well.
There is a CD with an HTML website on it, forming a User Interface for the media on the CD. There is list of PDF's in one of the HTML files. A user, who may or may not have Acrobat, and might only have Reader, will select some of these PDF files, and will have a "merge" button that will save the resulting merged file onto the user's hard drive.
We actually have this working on a .asp web server (internal, not visible on the web) but I've been asked to make this merging work from a stand alone CD. I'm certain this can be done, with applications running on the CD, but seems to require code well beyond my skill level.