I need a script to concatenate several files in one step, I have 3 header files say file.S, file.X and file.R, I need to concatenate these 3 header files to data files, say file1.S, file1.R, file1.X so that the header file "file.S" will be concatenated to all data files with .S extentions and so on for "file.X" and file.R with the .X and .R data files..
I tried using wild cards, like:

cat file.S file[1-50].S > file[1-50].SP

but I got a message saying that file[1-50].SP does not match
so can this be done through a script? this will save a LOT of time for me, so if someone can help me it will be much appreciated

Didn't understood very well what you need, a better explanation perhaps with an example of what you want and not what you need would be much better.
here every file[1-50].S is concatenated to headers.S
I think here you have all you need to make your own version.

Something like this, perhaps?

for((i=1;$i<51;i++)); do cat headers.S file$i.S > file$i.S; done

If the headers should be at the beginning of the resulting file.

I think that "cat" throws an error when you use the same file at both sides of redirection...
that why I used a headers.S.tmp.

Oops! It does... Sorry. So, it should be something like this

for((i=1;$i<51;i++)); do cat headers.S file$i.S > tempfile; mv tempfile file$i.S; done

But, anyway, my command does a different thing than yours. I'm trying to add headers.S at the beginning of each file$1.S file. Yours gets all files into one big files... Perhaps, the OP should explain the problem in more detail, since we apparently understood it differently.

I want to do what Uncle_Theodore's script does exactly
thanks a lot for both of you, I am a beginner in UNIX, so can you please tell me what is the shell for these 2 scripts?

They're in BASH. juanctes' script should probably work in SH too.

Sorry, 1 last question, the script works very fine to files ending with the numbers i.e file1.S, file2.S etc...
I tried applying the same script to files having the numbers between the letters of the name like DSQ_SW01_Blk, DSQ_SW02_Blk, etc... but it didn't work
I used the same code but just changed the following:
cat header.S DSQ_SW0$i_Blk > temp
but it didn't work, so how can I implement that correctly?

try this:
bash is interpreting that your variable is $i_Blk and not just $i
example:
bash-3.1# cat prueba.sh1
#!/bin/bash
for i in `seq 1 10`; do
echo header.S DSQ_SW0${i}_Blk
done

bash-3.1# source prueba.sh1
header.S DSQ_SW01_Blk
header.S DSQ_SW02_Blk
header.S DSQ_SW03_Blk
header.S DSQ_SW04_Blk
header.S DSQ_SW05_Blk
header.S DSQ_SW06_Blk
header.S DSQ_SW07_Blk
header.S DSQ_SW08_Blk
header.S DSQ_SW09_Blk
header.S DSQ_SW010_Blk

everything is working perfect, is there a way to ask the user to enter the first and last file numbers so that the script will work on this range of numbers only instead of editing the script every time?
I used the following code:
i= $1
j= $2
for((i; i<=j))
....and so on
it worked if I enter the script name and 1st and last file numbers, I just want to modify it so that it will ask the user to enter the first file with a message, then it will ask for the last file with another message then works

root@home:~# ./prueba.sh1
ingrese init
1
ingrese final
2
header.S DSQ_SW01_Blk
header.S DSQ_SW02_Blk
root@home:~# cat prueba.sh1
#!/bin/bash
echo "ingrese init"
read init
echo "ingrese final"
read final
for i in `seq $init $final`; do
echo header.S DSQ_SW0${i}_Blk

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advise: Now you could start reading `man bash`