To do a campaign from a bunch of levels, you need to do:

dat -c1 -s1 -t MAP -a campaign.fmp *.map

dat is the utility that came with Allegro.

NOTE: the maps MUST be named:
1.map
2.map
3.map
etc

so in the datafile, they will be named:

1_MAP
2_MAP
3_MAP
etc
