merging docs with tracked changes

Using Word XP on Windows XP.

I have several documents, each of which contains changes that were
tracked among several reviewers/authors. I'd like to merge these
files into one document AND retain the information for each tracked
change.

If I copy the contents of one file into the "master" file, then that
paste is marked as one change--an insert.

If I do a Insert File, then the same thing happens--all of the
inserted text is marked as one change.

So, is there a way to combine these documents so that we retain the
changes from (and the identity of) the individual reviewers/authors?

Thanks.
Barbara