Try melding them all into one. LIke make it so you have the right amount of frames (Or what they were called the animation bits there are 20 of default) and copy and paste the frames over into one. I dont know about joining them together in a string like you wish but melding them together will have the same effect just a little more work involved.

"Try not! Do or do not, there is, no try!" Quote Yoda.