This works just fine for me
Code:
Private Sub Command1_Click()
Dim sArrFileList() As String
Dim i As Long
With CommonDialog1
    .CancelError = False
    .InitDir = "C:\"
    .Filter = "All Files (*.*)|*.*|Text Files (*.txt)|*.txt|" & _
      "Batch Files (*.bat)|*.bat|" & _
      "Word Documents (*.doc)|*.doc"
    .Flags = cdlOFNAllowMultiselect + cdlOFNExplorer
    .ShowOpen
End With
sArrFileList = Split(CommonDialog1.FileName, Chr(0))
For i = 0 To UBound(sArrFileList())
    List1.AddItem sArrFileList(i)
Next
'also addes the drive
'letter which we
'do not want
List1.RemoveItem 0
End Sub