try downloading EZscript, you can find it
here.
This will allow you to run multiple scripts, or single scripts, or even lisps on single or multiple drawings.
It's a wee bit of a pain to configure, but it works pretty well, and it's free.
Also it uses the same AutoCAD program to run the script, unlike autodesks own version which opens AutoCAD runs the script closes AutoCAD and opens a new one.
Hope this helps.