I’ve just recorded a short screencast that shows you how to create a new chain in Audacity and apply it to multiple files. This lets you process a whole batch of audio files in pretty much any way of your choosing pretty painlessly.
Probably best watched on YouTube itself in the original 480p (you may need to use the video quality pop-out menu), so you stand a chance of reading the screen.
Note I’m using the Audacity 1.3.12, in the beta series, not the 1.2 stable. If you want to follow along with the video, I’d recommend grabbing the beta. It’s not crashed on me yet, and it’s got lots of new features and bug-fixes over 1.2.