It's been a while since I used CM X, & I hope I'm wrong, but I think it's impossible.
Chessmaster Question

I suspect it works similarly in CM10 and CM11. Here's how it works in CM11:
1) I created a sample database to experiment with. Specifically, I chose File | New Database, typed in "sample.DBG", then chose File | Open Database and opened it.
2) I chose File | Import Games and typed in the name of one of my PGN files that happened to contain 14 games. The games showed up in the database.
3) I chose File | Import Games and typed in the name of one of my PGN files that happened to contain 475 games. It worked in about 30 seconds. Importing hundreds of games worked, but I wouldn't even bother trying to import 10,000+ games.

Is there a way to load multiple pgn files? Or perhaps a program that merges pgn files? :p
Pgn files are text files; you can work with them in any word processing program, but the simple ones (Notepad) are best because Word and its ilk will try to add formatting code that can compromise simple text files. I used Word a few years ago for pgn files, but newer versions seem more intrusive.

Is there a way to load multiple pgn files? Or perhaps a program that merges pgn files? :p
They sure do. Heres the link. http://www.chess.com/download/view/mergepgnfiles
I have Chessmaster 10th Edition. amd I am trying to load my games into the database. The problem I am having is I want to load multiple games at once, and I can;t figure out how. Any Ideas on how this can be done? Any help would be great and much appreciated.