You can merge multiple preview files. To do this, you must first open the target file. Since write access is required, you must pass a "false" value for the second parameter, ReadOnly. Using the LlStgSysAppend() function you can then merge the files.
Delphi:
var
hStgOrg, hStgAppend: HLLSTG;
begin
hStgOrg := LlStgsysStorageOpen('c:\test1.ll','',False, True);
hStgAppend := LlStgsysStorageOpen('c:\test2.ll','',False, True);
LlStgsysAppend(hStgOrg, hStgAppend);
LlStgsysStorageClose(hStgOrg);
LlStgsysStorageClose(hStgAppend);
end;