Your question is too unspecific. You are dealing with nested lists. Do you want to append the second list to every inner list of the nested list, or only the first one? Your example doesn't tell.
For the former:
fun appendAll xss ys = List.map (fn xs => xs @ ys) xss
For the latter:
fun appendHd [] ys = raise Empty
| appendHd (xs::xss) ys = (xs @ ys)::xss
However, both of these should rarely be needed, and I somehow feel that you are trying to solve the wrong problem if you end up there.