Regarding merging PDFs

Hi,

I am trying to merge upto three pdf files into one document. Initially it saved as portfolio file. I, then, disabled the option in settings. I keep getting the following message when i am trying to merge these .pdf files - " Adobe does not support the conversion of one or more of your files to PDF. Please remove these files or go to settings and choose the PDF portfolio option ". Those files are of .pdf version. I am not sure whats to be done at this stage. Please suggest

Thank you

Sriram Sriperumbuduri