Here you go. I'm currently knee-deep in AutoIt, so I used that. You can get the tool itself at autoitscript.com.
I bound Ctrl+Shift+I to Word's InsertFile command, you should do the same for the script to work. Google it or look up on StackExchange.
The script works from assumption that an empty document is already open in MS Word and that there is only one MS Word window.
Modify the value of $locationOfRtfFiles to match your setup. It must point to the folder containing the RTFs.
The sleep interval may require adjustment (depends on performance of your computer and the size/complexity of RTF files)
The code (a bit over 10 lines, but let's hope no one is counting):
; Some common sense stuff, look it up in the docs
; Tell AutoIt to match the substring anywhere in the window title
; find a window by title and some contained text (optional),
; make it active and wait for the window to become
Func MyWinWait($title, $keytext = "")
Local $locationOfRtfFiles = "C:\MyCollectionOfRtfPorn"
; for every file in the set
For $fileIndex = 1 to 70000
; focus on the main Word window
; emulate Ctrl+Shift+I
; wait for the Insert File window to open
; type out a file's name
Send($locationOfRtfFiles & "\" & $fileIndex & ".rtf")
; confirm selection
; sleep for 10 seconds before proceeding to next file
You may want to adjust the cycle limit based on the actual number of RTFs. Also, if the naming of the files does not follow the numbering scheme you originally specified, the script will need changes.