MS Word spits out multiple PDFs for documents with multiple sections. Unfortunately the recent hint about using the "Preview" button to fix this didn't work for me so I wrote an AppleScript to be used as PDF Workflow to do the merge. Because there's a long code snippet I wrote a blog post about it:
http://www.entropy.ch/blog/Mac+OS+X/2006/10/24/AppleScript-to-merge-MS-Word-Section-PDFs.html
[kirkmc adds: I haven't tried this, but I know the Preview solution does not work all the time. There's some quite complex code in this solution, so it's not just a drag-and-drop operation. Do post in the comments if you get this to work or not.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20061023165715280