The Dir() method works fine if your files are all in that parent folder.

This method will optionally search the subfolders as well.
'http://www.ozgrid.com/forum/showthread.php?t=157939
Sub test()
    Dim myDir As String, temp(), myList, myExtension As String
    Dim SearchSubFolders As Boolean, Rtn As Integer, msg As String
    With Application.FileDialog(msoFileDialogFolderPicker)
        If .Show Then
            myDir = .SelectedItems(1)
        End If
    End With
    msg = "Enter File name and Extension" & vbLf & "following wild" & _
    " cards can be used" & vbLf & "* # ?"
    myExtension = Application.InputBox(msg)
    If (myExtension = "False") + (myExtension = "") Then Exit Sub
    Rtn = MsgBox("Include Sub Folders ?", vbYesNo)
    SearchSubFolders = Rtn = 6
    myList = SearchFiles(myDir, myExtension, 0, temp(), SearchSubFolders)
    If Not IsError(myList) Then
        Sheets(1).Cells(1).Resize(UBound(myList, 2), 2).Value = _
        Application.Transpose(myList)
    Else
        MsgBox "No file found"
    End If
End Sub
 

'http://www.ozgrid.com/forum/showthread.php?t=157939
Sub Test_SearchFiles()
  Dim v As Variant, a() As Variant
  SearchFiles ThisWorkbook.Path, "*.xls", 0, a(), True
  For Each v In a()
    Debug.Print v
  Next v
End Sub
 
 
Private Function SearchFiles(myDir As String _
    , myFileName As String, n As Long, myList() _
    , Optional SearchSub As Boolean = False) As Variant
    Dim fso As Object, myFolder As Object, myFile As Object
    Set fso = CreateObject("Scripting.FileSystemObject")
    For Each myFile In fso.getfolder(myDir).Files
        Select Case myFile.Attributes
        Case 2, 4, 6, 34
        Case Else
            If (Not myFile.Name Like "~$*") _
            * (myFile.Path & "\" & myFile.Name <> ThisWorkbook.FullName) _
            * (UCase(myFile.Name) Like UCase(myFileName)) Then
                n = n + 1
                ReDim Preserve myList(1 To 2, 1 To n)
                myList(1, n) = myDir
                myList(2, n) = myFile.Name
            End If
        End Select
    Next
    If SearchSub Then
        For Each myFolder In fso.getfolder(myDir).subfolders
            SearchFiles = SearchFiles(myFolder.Path, myFileName, _
            n, myList, SearchSub)
        Next
    End If
    SearchFiles = IIf(n > 0, myList, CVErr(xlErrRef))
End Function