<p>I have huge number of Word files I need to merge (join) into one file, and will be time consuming to use the Word merger (one by one). Have you experienced any tool that can handle this job?</p>

Have you tried using the Word COM api? You can automate lots of things - maybe you can automate a merge.
Do you really need to do an actual merge, or do you want to join the files together. The two things are quite different.
Merging is used when you have two versions of an original file with (potentially conflicting) changes. I can't really see how you would have a "huge number" of files that you needed to merge all together. This would be an absolute nightmare of conflicts. Do you mean to merge sets of them into individual files?
Joining would be when you want to concatenate them one after the other. This would be a lot easier to do. This is quite possible using the COM api.