I can't help with MSProject but with loops:

To loop thru files in a folder 
Dim PrjName As String

PrjName = Dir(Path & "\*.prj") 'Path must be end with, or be followed by, a backslash.
Do while PrjName <> ""
'PrjName includes the path
'do stuff

'Get next file name
Prjname = Dir
Loop
To loop thru all open Projects 
Dim Prj As Object
For Each Prj in Ptojects
If not Prj.Name = "Master Project" then
'do stuff
End If
Next Prj