Dim f           As Object
    Const c_sEXT    As String = "xls"
    Dim fso         As Object: Set fso = CreateObject("Scripting.FileSystemObject")

    With fso
        With .GetFolder(ThisWorkbook.Path)
            For Each f In .Files
                If fso.GetExtensionName(f.Name) = c_sEXT Then
                    ActiveSheet.Cells(Rows.Count, 1).End(xlUp).Offset(1, 0).Value = f.Name
                End If
            Next f
        End With
    End With