Using outlook 2007? Also what type of files? It should be as simple as clicking add an attachment when composing an email and shift clicking all the files you want or adding them individually. I think in 2007 this option looks like a paper clip when you have a new email open. You can also attach multiple files simultaneously by selecting the files and dragging them from a folder on your computer to an open message in Outlook.

Also read this for more info:
http://office.microsoft.com/en-us/ou...001231950.aspx