AutoCAD R14 is limited to loading one drawing at a time.

Unfortunately if you attempt to open another drawing by double-clicking on it in windows explorer, you will invoke a second instance of AutoCAD. You can avoid multiple sessions of AutoCAD R14 by setting it up as a DDE application. When a DWG file is opened from Windows Explorer, AutoCAD will then use the existing AutoCAD R14 session. Even after AutoCAD R14 is set up as a DDE application, you can still start further sessions using shortcuts on the desktop or Windows Start menu.

To set up AutoCAD R14 as a DDE application, follow these steps:

Step 1. In the menu bar of Windows Explorer, select View | Options.
Step 2. Select the File Types tab.
Step 3. From the list, select AutoCAD Drawing.
Step 4. Click Edit.
Step 5. In the Actions list, select Open. Select Edit.
Step 6. Select Use DDE.
Step 7. In the DDE Message field, enter: [_FILEOPEN "%1" ] It is important that you include the single space before and after the quotation marks.
Step 8. In the Application field, enter: AutoCAD.R14.DDE
Step 9. In the Topic field, enter: SYSTEM
Step 10. Click OK. Click Close twice to exit the Options dialog box.

AutoCAD 2000 can load multiple files if the SDI system variable is set to 0

To return to Single Document Interface, then SDI 1