Hi
If you saved your individual sequences as projects (.vpj files) you won't be able to load them back sequentially to form a new combined single project. A project IS the single entity, but it is not a videoclip. Projects can't be combined per se. You can load files from a saved project into a current project but in your case this is not what you wan't.
What you should have done is to create your first edit and then save it within your project as a sequence by clicking the + sign after the prompt on the left "Sequence 1 x" this would have put your edit into the sequence bin of the media list in the forma of a new clip and emptied the timeline for your second edit session. This is then added to the sequence bin when completed in the same way. The bin would have ended up with all your separate edited sequences. You could have then loaded your edited sequences back to the timeline as individual clips for combining. This is done in the same project.
If you have done what I think you may have done, you will need open VP and load your first project (.vpj file - i.e. edit 1) and then export it to your PC as a complete videoclip. (e.g.avi) Then load project 2 (.vpj file - i.e. edit 2) and do the same, repeating the procedure for all your edits.
Now you will be able to load these clips back into VP and edit them together.
Nat