Well, now sit down quietly, and listen to me, sir.
I work with Autocad since 1988 (yes, the Berlin Wall was still standing) at the beginning Vanilla, then Mechanical Desktop and Autosurf.
Since 1999's autumn, I'm Lan admin in a cartographic center, so I struggle with Map releases every damned day.
Unfortunately I may use only 2006 version, because my poor government office has no money to upgrade.
Anyway, Autocad Map can almost everything in Gis environment, except the OP issue, i.e. merging different shapefiles.
As I just wrote in the first post (which you didn't read) you can do that, but it would be a too long process for me and you "gurus", and deadly complicated for the OP.
Instead, his goal is immediately reachable by Quantum_gis, while Mapwindow_gis does it a bit longer.
So we'd be glad to learn something new from you, as well as I'm sure you'll learn here something new from us (e.g. how to link Excel records to Autocad objects, or how to publish a GeoDWF with OD...)