I had the same problem, couldn't find a solution anywhere without paying a fortune for Adobe that I might barely use. Then I came across a suggestion for doing it online and now I use it all the time:
Basically, you upload all the individual PDF files and you can sort the order. You click the merge button and it puts them together and you then download the new single file to a destination of your choice. Worked wonders for me! It doesn't save the files so make sure they are right before you exit the website!