Here's a fairly simple way to do the multiple file insertions:
When you have your Word document open, click Insert at the top, then click file and select the file(s) you would like to be inserted into your document. Voila! No more copy and pasting.
As far as the checklist goes, if you're familiar with the command-line, you can navigate to the folder you have these files in, then do a dir > list.txt and a text file will be created with the filenames of that folder nice and organized for you.
Edit: Looks like Red beat me to the second answer. Use his method, it's much better.
