Why is it when OFN_EXPLORER & OFN_ALLOWMULTISELECT are on and I do a multiple select all I get is the path back and not the files?

Code:
char szFileName[MAX_PATH];
OPENFILENAME ofn;
ZeroMemory(&ofn, sizeof(ofn));
szFileName[0] = 0;

ofn.lStructSize = sizeof(ofn);
ofn.hwndOwner = NULL;
ofn.lpstrFilter = "All Files (*.*)\0*.*\0 Text Files (*.txt)\0*.txt\0\0";
ofn.lpstrFile = szFileName;
ofn.nMaxFile = MAX_PATH;
ofn.Flags = OFN_EXPLORER | OFN_FILEMUSTEXIST | OFN_HIDEREADONLY | OFN_ALLOWMULTISELECT;
ofn.lpstrDefExt = "*.txt"

if(!GetOpenFileName(&ofn))
{
MessageBox(NULL,"Unable to locate File","Error 32",MB_OK | MB_ICONSTOP);
return;
}