I think you're in for a lot of mouse work, unless you prefer to write some kind of macro program.
Actually, it might not be so bad to do it by hand: get a list of all the file names, in order, in a text document. Select the file name and Edit > Cut. Then, Insert > File, paste the file name, OK. Type Ctrl+Enter to start a new page, cut the next file name, insert file... and so on.
You can record the Ctrl+Enter and Edit > Cut as a macro and assign it to a key if you want; you can't record the Insert > File because it will just insert the same file every time.
AOO 4 • Linux • Fedora 17