Multiple page pdf

This doesn't seem like it should be so hard to find info on. I'm looking to
create a multiple page pdf out of several single pages.

the files are named f1.pfd, f2.pdf, etc

But adding them in various ways (drag and drop, through the Insert command) all
ends up bringing them in in what seems to be random order.

Any help would be appreciated!

It's the reordering I'm looking to avoid. Is there no way to ensure they appear
in the order I would like...of course, I figured naming them numerically or
alphabetically would do it, but they still appear in what seems to be a random
order.