Michele, I think I have the answer to your problem.
Check out this episode of Tekzilla Daily with my internet girlfriend (don’t tell her, she doesn’t know yet and it’s a surprise) Veronica Belmont: http://revision3.com/tzdaily/2009-09-18zipper. It’s only about a minute long so watch it now.
It’s about a service called PageZipper, which apparently can parse sites like that and combine then into one long page, automatically. I haven’t tried it, but if it was good enough to make Tekzilla, it probably works quite well.