ok try this

vb Code:
  1. Public Class Form1
  2.  
  3.     Dim files() As String
  4.  
  5.     Private Sub ListBox1_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ListBox1.SelectedIndexChanged
  6.         MsgBox(files(ListBox1.SelectedIndex))
  7.     End Sub
  8.  
  9.     Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
  10.         If OpenFileDialog1.ShowDialog = DialogResult.OK Then
  11.             files = OpenFileDialog1.FileNames
  12.             ListBox1.Items.Clear()
  13.             For x As Integer = 0 To files.GetUpperBound(0)
  14.                 ListBox1.Items.Add(IO.Path.GetFileName(files(x)))
  15.             Next
  16.         End If
  17.     End Sub
  18.  
  19. End Class