try this. you'll have to modify it if you're getting many files from different directories.

vb Code:
  1. Public Class Form1
  2.  
  3.     Dim files() As String = IO.Directory.GetFiles("c:\windows")
  4.  
  5.     Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
  6.         For x As Integer = 0 To files.GetUpperBound(0)
  7.             ListBox1.Items.Add(IO.Path.GetFileName(files(x)))
  8.         Next
  9.     End Sub
  10.  
  11.     Private Sub ListBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ListBox1.SelectedIndexChanged
  12.         MsgBox(files(ListBox1.SelectedIndex))
  13.     End Sub
  14.  
  15. End Class