If you are on unix you could "cat *.php>bigfile.php" or something like that.
Otherwise, why not make a little PHP script like this (unchecked code!)
$fp=fopen("bigfile.php","w");
$fpp=fopen("firstsmallfile","r");
$data=fread($fpp,filesize("firstsmallfile));
fwrite($fp,$data);
fclose($fpp);
fclose($fp);
then stick your smallfilenames in an array, build a loop around the middle section, and away you go.