One way to process all of the files in a directory (which I believe you are trying to do), is to use the dir function to create a text file which lists all files you require. Then use this newly created text file to open & process the correct files:
sub Process Files
Dim strFileName as String
Open "c:\list1.txt" For Input As #1
Do
Line Input #1, strFileName
'Add processing code here
Loop While Not EOF(1)
Close #1
HTH James Goodman