Well, for starters you could use this code to select and run through the files:
Sub GetOpenFileNameExample3()
Dim lCount As Long
Dim vFilename As Variant
Dim sPath As String
Dim lFilecount As Long
sPath = "c:\windows\temp\"
ChDrive sPath
ChDir sPath
vFilename = Application.GetOpenFilename("Microsoft Excel files (*.xls),*.xls", , "Please select the file(s) to open", , True)
If TypeName(vFilename) = "Boolean" Then Exit Sub
For lCount = 1 To UBound(vFilename)
Workbooks.Open vFilename(lCount)
'Do something with the workbook here, like:
'Change link, save and close
Next
End Sub