Why not ?

Private Sub PDFLink1_Enter()
    M_select 1
End Sub

Private Sub PDFLink2_Enter()
    M_select 2
End Sub

Private Sub PDFLink3_Enter()
    M_select 3
End Sub

Private Sub PDFLink4_Enter()
    M_select 4
End Sub



Sub M_select(y)
  With Application.FileDialog(3)
      .InitialFileName = "F:\*.pdf"
      If .Show Then Me("PDFLink" & y) = .SelectedItems(1)
  End With
End Sub