I would use a python script to do this.
Start by putting all of the files into a single directory and then in python call the ListFeatureClasses() function and use that as the list of your data sources.
This is assuming the attribute tables are identical so you can use the No_Test option. If they are not you will have to build the field map if you need the attributes to transfer over as well which can be a pain.
I do not remember if the ArcView or Editor level of ArcGIS limits the number of inputs on this function. If it does and you need to process the files individually, comment out the first append and uncomment the loop.
import arcpy
arcpy.env.workspace = "C:\\Temp\\MyRoads"
OutputLayer = "C:\\Temp\\MyShape.shp"
FCS = arcpy.ListFeatureClasses("*")
print "Append..."
arcpy.Append_management(FCS, OutputLayer, "NO_TEST", "", "")
##Or if you need to do one at a time...
#for fc in FCS:
# print "Append " + fc
# arcpy.Append_management(fc, OutputLayer, "NO_TEST", "", "")
print "Finished"
(I tested this on a 10.1 ArcInfo, but it should work with 10.0 ArcView too)