did you take a look at this ?
As you already know, nobody here will approve and recommend you to continue to do this, but If was forced to do it, I'll start by doing the concatenation (fact tables I suppose) and after that join the final fact to the dimensions..
So what I did is, I broke the data associations and then concatenated the tables and further tried to make the associations as done previously but it is giving me an error that there is some issue with the data load editor. Please make changes and blah blah. I think this is due to autogenerating scripts and aliasing done while creating associations. Not sure, what to do.