maybe use something like this:
[VBA]
Sub thetry()
Dim fileToOpen As Variant

'THIS WILL OPEN THE TEXT FILE I NEED

fileToOpen = Application.GetOpenFilename("Text Files (*.txt), *.txt")
If fileToOpen <> False Then

Workbooks.OpenText Filename:=fileToOpen, _
DataType:=xlDelimited, Tab:=True
End If
fileToOpen = Split(fileToOpen, "\")
fileToOpen = fileToOpen(Ubound(fileToOpen))
'THIS SHOULD ACTIVATE THE NEW WORKBOOK THATS NAMED AFTER THE FILE THAT WAS OPENED
Windows(fileToOpen).Activate '<============I am getting an error here

'THIS WILL COPY ALL THE CONTENTS FROM THE SHEET WITH THE SAME NAME AS THE WORKBOOK
ActiveWorkbook.Sheets(fileToOpen).Cells.Copy

'THIS WILL CLOSE THE WORKBOOK WITHOUT ANY NOTIFICATION AND THE COPIED DATA WILL STILL BE IN MY
'CLIPBOARD

Application.DisplayAlerts = False
ActiveWorkbook.Close
Application.DisplayAlerts = True

'this will paste the data

Workbooks("Master").Activate
ActiveWorkbook.Sheets("Sheet1").Range("A1").Paste


End Sub
[/VBA]

untested