Hi:
This previous post explains that you cannot append RTF files. The relevant Tech Support Note is here:
http://support.sas.com/faq/040/FAQ04002.html
One respondent to the above post said you could append RTF files if you "post-processed" them -- this means that you would have to understand the RTF control strings well enough to strip out or change the RTF file-open/file-close control strings OR you would have to write a Word macro that would work in a new Word document to perform a file--insert for each of the RTF files that you wanted to pull in.
cynthia