creating the main file??

I guys and gals,
I was trinig to find out the best way to get my 3 seperate files into one master animation,
I have a set where the story takes place in one file, a character in another, and props in a third,
And they all have images in the textures and other stuff that needs to go along for the ride,
So what is the best way to introduce all the componants into one file?

You will have to have one file that links to the other three, so you can place and animate everything together. See the wiki on Appending and Linking.

Do you just mean open a new file and append all the other objects of all my other files into it?