With the report filtering that is available in PAF 5.2, it is not necessary to keep your data in separate files. This goes for exporting GEDCOM files as well. PAF will do all the work for you, and all you have to worry about is getting the data entered. Play around with generating some of the reports using the Print Preview option. That way you don't have to waste paper while you are learning how to use the filters.
All of my families lived in the same area and inter-married, so trying to separate them into various files would be double work. (hmmmmm, I wonder if *that* is what is wrong with me today?!?!?!?!?!)