I don't think you're missing anything, but I do need to know a bit more about the files that you're trying to combine. Can you please answer the following for me:
How many files are you trying to combine?
What type of files are you combining?
How large are those individual files?
Do the files contain both images and text?
What browser are you using?
Are you able to combine other files?
So many questions! But the answers to those will help us narrow down the cause of the issue. For starters, you can try the following:
Clear your browser cache.
Make sure that you don't have firewall/proxy settings that restrict the ability to upload files to the internet.