I changed aBWFile to aBWFiles in the LOCAL declaration. I also set the path as follows:

#DEFINE SOURCEPATHNAME = "c:\BW\"  && this is the BW Directory with absolute path

Yet got the "Missing Operand" on the following line:

nFiles = ADIR(aBWFiles,SOURCEPATHNAME + SOURCEFILEMASK)

>
>>>

#DEFINE SOURCEFILEMASK = 'PROCESS*.DAT'
>>>cConCatString = ''
>>>nFiles = ADIR(aBWFiles,SOURCEPATHNAME + SOURCEFILEMASK)
>>>FOR i = 1 TO nFiles  && this avoids all copies if no files were found
>>>   cConCatString = cConCatString + FILETOSTR(SOURCEPATHNAME + aBWFiles[i,1])
>>>ENDFOR
>>>=STRTOFILE(cConCatString,'MyConCatFile.DAT',.F.)  && .T. would append to any existing MyConCatFile.DAT found
>>>RELEASE cConCatString  && releases the large string memory allocation