Dim fn As String

With ActiveWorkbook
   fn = Dir(.Path & "\*.xls*")
   Do Until fn = ""
     If fn <> .Name Then: _
       Debug.Print fn
     fn = Dir
   Loop
End With

Set wb = Workbooks.Open(ActiveWorkbook.Path & "\" & fn)

Sub Example()
      Set Folder = GetFileList("d:\Contacts\")
End Sub

' ----------------------------------------
' Returns collection files of folder
'
' @param {String} Path The path to folder
' @param {String} [Filter] The file filter
' @return {Collection} FileList
' ----------------------------------------
Private Function GetFileList(ByVal Path As String, _
                     Optional ByVal Filter As String = "*") As Collection
      Static List As New Collection
      Static FSO As Object
      Static Deep As Integer
      Dim SubFolder As Object
      Dim Folder As Object
      Dim File As Object
        
      If FSO Is Nothing Then
          Set FSO = CreateObject("Scripting.FileSystemObject")
      End If
        
      If FSO.FolderExists(Path) Then
          Set Folder = FSO.GetFolder(Path)
            
          For Each File In Folder.Files
              If File.Name Like Filter Then
                  List.Add File
              End If
          Next
            
          For Each SubFolder In Folder.SubFolders
              Deep = Deep + 1
              GetFileList SubFolder.Path, Mask
          Next
            
          Deep = Deep - 1
      End If
        
      If Deep = -1 Then
          Set GetFileList = List
          Set List = Nothing
          Set FSO = Nothing
          Deep = 0
      End If
End Function

Option Expicit