Create a master project:

http://office.microsoft.com/en-us/pr...001226035.aspx

http://office.microsoft.com/en-us/pr...in=HA001226035

Once you have inserted the subprojects, make sure you have expanded all tasks to see all levels of tasks in the inserted projects. Select the first task (predecessor) CTRL + Click to select the successor task. Click the Link Task button.