Try:
Sub exa()
Dim fsoFile As Object
Dim wks As Worksheet
'// Change to suit //
Const FILEPATH As String = "G:\2010\_Tmp\2010-08-30"
With CreateObject("Scripting.FileSystemObject")
If .FolderExists(FILEPATH) Then
For Each fsoFile In .GetFolder(FILEPATH).Files
If fsoFile.Type = "Microsoft Excel Worksheet" Then
Set wks = Workbooks.Open(fsoFile.Path, , True).Worksheets(1)
wks.Copy After:=ThisWorkbook.Worksheets(ThisWorkbook.Worksheets.Count)
wks.Parent.Close False
End If
Next
End If
End With
End Sub
Hope that helps,
Mark