' Add CommonDialog control CommDlg1
Private Sub cmdOpen_Click()
    Dim aryFiles() As String
    Dim intCount As Integer
    CommDlg1.Filter = "All Files|*.*"
    CommDlg1.Flags = cdlOFNAllowMultiselect' The flag that concatenates filenames
    CommDlg1.ShowOpen
    If CommDlg1.FileName <> "" Then
        aryFiles= Split(CommDlg1.FileName, Chr(32))' They're separated by a space
        For intCount = LBound(aryFiles) To UBound(aryFiles)
            MsgBox aryFiles(intCount), vbInformation
        Next
    End If
End Sub