I assume you are talking about a homework assignment here. Why else would you have to write a script for something that was solved decades ago on unix systems? Especially when you consider that the unix (now gnu) solution has been ported to (and is currently available on) all popular operating systems?

sort multiple*files > single-sorted.file
[download]

That basic command line does the simplest kind of sorting and is very fast and efficient for most typical situations, but there are plenty of option flags you can add in to do the sorting in a variety of ways, and with a variety of settings for optimizing to a particular usage.

(update: Welcome to the Monastery, BTW... In case you hadn't noticed from previous visits, monks usually don't provide newbies with code to fulfill homework assignments -- the first reply above was an exception to the rule. The preference here is that you show us some code that you've tried, with some explanation of what you want to achieve, so that we can help you learn to solve the problem for yourself. You don't learn very much when other people do your homework for you.)