Windows provides dialogs for common functions like selecting a file. The code listed below shows how to use the common dialogs API.

Public Type OPENFILENAME
    lStructSize As Long
    hwndOwner As Long
    hInstance As Long
    lpstrFilter As String
    lpstrCustomFilter As String
    nMaxCustFilter As Long
    nFilterIndex As Long
    lpstrFile As String
    nMaxFile As Long
    lpstrFileTitle As String
    nMaxFileTitle As Long
    lpstrInitialDir As String
    lpstrTitle As String
    flags As Long
    nFileOffset As Integer
    nFileExtension As Integer
    lpstrDefExt As String
    lCustData As Long
    lpfnHook As Long
    lpTemplateName As String
End Type

Public Declare Function GetOpenFileName Lib "comdlg32.dll" Alias _
    "GetOpenFileNameA" (pOpenFileName As OPENFILENAME) As Long

Public Const OFN_ALLOWMULTISELECT = &H200&
Public Const OFN_EXPLORER = &H80000
Public Const OFN_FILEMUSTEXIST = &H1000&
Public Const OFN_HIDEREADONLY = &H4&
Public Const OFN_PATHMUSTEXIST = &H800&

Sub ShowFileOpenDialog(ByRef FileList As Collection)
    Dim OpenFile As OPENFILENAME
    Dim lReturn As Long
    Dim FileDir As String
    Dim FilePos As Long
    Dim PrevFilePos As Long

    With OpenFile
        .lStructSize = Len(OpenFile)
        .hwndOwner = 0
        .hInstance = 0
        .lpstrFilter = "Image Files" + Chr(0) + "*.bmp;*.jpg;*.jpeg;*.jpe" + _
            Chr(0) + "All Files (*.*)" + Chr(0) + "*.*" + Chr(0) + Chr(0)
        .nFilterIndex = 1
        .lpstrFile = String(4096, 0)
        .nMaxFile = Len(.lpstrFile) - 1
        .lpstrFileTitle = .lpstrFile
        .nMaxFileTitle = .nMaxFile
        .lpstrInitialDir = "C:\"
        .lpstrTitle = "Load Images"
        .flags = OFN_HIDEREADONLY + _
            OFN_PATHMUSTEXIST + _
            OFN_FILEMUSTEXIST + _
            OFN_ALLOWMULTISELECT + _
            OFN_EXPLORER
        lReturn = GetOpenFileName(OpenFile)
        If lReturn <> 0 Then
            FilePos = InStr(1, .lpstrFile, Chr(0))
            If Mid(.lpstrFile, FilePos + 1, 1) = Chr(0) Then
                FileList.Add .lpstrFile
            Else
                FileDir = Mid(.lpstrFile, 1, FilePos - 1)
                Do While True
                    PrevFilePos = FilePos
                    FilePos = InStr(PrevFilePos + 1, .lpstrFile, Chr(0))
                    If FilePos - PrevFilePos > 1 Then
                        FileList.Add FileDir + "\" + _
                            Mid(.lpstrFile, PrevFilePos + 1, _
                                FilePos - PrevFilePos - 1)
                    Else
                        Exit Do
                    End If
                Loop
            End If
        End If
    End With
End Sub

Sub SelectFiles()
    Dim FileList As New Collection
    Dim I As Long
    Dim S As String

    ShowFileOpenDialog FileList
    With FileList
        If .Count > 0 Then
            S = "The following files were selected:" + vbCrLf
            For I = 1 To .Count
                S = S + .Item(I) + vbCrLf
            Next
            MsgBox S
        Else
            MsgBox "No files were selected!"
        End If
    End With
End Sub