How to set Lockbox?

We are on R11i-10.2 and just have AR and financials.

We receive lockbox file from bank containing  customer number, receipt number (same as check number) and transaction number (applied).

Naturally there are multiple lines for same receipt (and customer). When lockbox is run it is creating multiple receipts for the same receipt and customer, one each for transaction to which it is applied.

We want lockbox to consolidate all identical records (having same receipt number and customer number), create one receipt and then apply to multiple transaction (as we can do manually). How to achieve this? Is there any set up?