How do I print various documents/pages into a "file/combine/merge files into a single pdf"

Hi, thank you for taking the time to review my post.
 
I have acrobat 9 pro on my mac, and I want to print various internet pages, word doc pages, etc directly from the internet or the document (file/print.../pdf (button at the bottom left)/save as pdf) into acrobat as one document.
 
Right now I have to print each document or internet pages into an individual pdf, do this for each doc I want printed, then go into acrobat pro and do a "file/combine/merge files into a single pdf" to take each of those individual docs and combine them into one pdf, which is very time consuming.
 
There has to be a way that I can send the documents I want to print one by one directly from the original document into a "combine like" environment.
 
To illustrate this, on my pc, I bought a program called "pdf factory pro: http://fineprint.com/pdfp/) that was doing just that: I would print each individual doc (from 1 page to many) using their installed printer in my printer list, the doc would to to their software (looking like the acrobat enviroment) and I could move the docs around, add watermark, footer and hearder, etc very easily.
 
Can I do this with Acrobat 9 pro on my mac please?
 
thank you very much for your help, I am going crazy
Ioranna