>>Since I have the full Acrobat suite installed on my PC, I would like to try it. My email address is in my profile.
>
>Check your mailbox.

In case other people may have the same need, here is the function I ended up with. Thanks to Sergey for helping me overcome some anomalies which we discovered in Adobe Acrobat Professional. This function works perfectly with Acrobat version 7.0, but I guess it will also work with earlier versions.

I mark this as solution, not to get the stars, but to attract the attension. :-)

To use the function, you store the PDFs you want to merge into an array of _screen, like this

_screen.AddProperty('document(3)','') && Replace 3 with the number of documents
_screen.document(1)='mypath\mydoc1.pdf') && Make sure that you specify the whole path
_screen.document(2)='mypath\mydoc2.pdf')
_screen.document(2)='mypath2\mydoc3.pdf')
Do mergepdf with 'outputpath\mergedfiles.pdf' && Complete filename including path

Function Mergepdf
Lparameters pcOutput && Name of PDF to create
#DEFINE PDSaveLinearized        4       && Save the file in a linearized
#define CrLf = CHR(13) + CHR(10)
If !Vartype(_screen.document)='C' or Empty(_screen.document) or Pcount()<1 or !Vartype(pcOutput)='C' or Empty(pcOutput)
  Return
EndIf 
loAcroApp = Null
loAVDoc = Null
* Kill Acrobat if it's loaded into the  memory
KillAcrobat()
loAcroApp = CREATEOBJECT("AcroExch.App")
loAVDoc = CREATEOBJECT("AcroExch.AVDoc")
lcFirstPdfFile = FULLPATH(_screen.document[1])
lcFirstPath=JustPath(lcFirstPdfFile)
lcNewPdfFile  = ForceExt(FULLPATH(pcOutput),'pdf')
lcNewPath=JustPath(lcNewPdfFile)
lcTempPdfFile  = lcNewPdfFile  
COPY FILE (ForcePath(lcFirstPdfFile,JustPath(lcFirstPdfFile))) TO (lcNewPdfFile)
loAVDoc.Open(lcNewPdfFile, "PDF")
loPDDoc = loAVDoc.GetPDDoc()
lnMaxPage1 = loPDDoc.GetNumPages()
lnMaxPage = loPDDoc.GetNumPages()
loPDDoc2 = CREATEOBJECT("AcroExch.PDDoc") 
FOR lnInd=2 TO ALEN(_screen.document)
  llDelete=.f.
  lcFileName = _screen.document(lnInd) &&FULLPATH(_screen.document[lnInd])
  lnMaxPage = loPDDoc.GetNumPages()
  loPDDoc2.Open(lcFileName)
  lnMaxPage2 = loPDDoc2.GetNumPages()
  If llDelete
    Erase (ForcePath(_screen.document(lnInd),lcFirstPath))
  EndIf 
  loPDDoc.InsertPages(lnMaxPage-1, loPDDoc2, 0, lnMaxPage2, .T.)
  loPDDoc2.Close()
ENDFOR
loPDDoc.Save(PDSaveLinearized, lcTempPdfFile)
* Close and release all objects
loPDDoc.Close()
loPDDoc = Null
loAVDoc.Close(.T.)
loAVDoc = Null
loAcroApp.Exit()
* Kill Acrobat if it still been loaded into the memory
KillAcrobat()

RETURN 
*-------------------------------------------------------
FUNCTION KillAcrobat()
loCIMV2         = GetObject("winmgmts://localhost/root/cimv2")
loProcesses     = loCIMV2.ExecQuery("SELECT * FROM Win32_Process WHERE Name = 'Acrobat.exe'")
IF loProcesses.Count > 0
  For Each objProcess in loProcesses
    objProcess.Terminate(0)
  NEXT
ENDIF
RETURN
ENDFUNC

NB! Adobe Acrobat Professional is required to use this function