Or you could make a menuitem collection.

Under the forms menueditor, simply add an element, and set its index to 0.

When you then scan the favorites directory, you simple add new menuitems to the collection. One for each file found.

Code:
...
if i>0 then
   load objFavorites(i)
end if

objFavorites(i).caption = Filename
objFavorites(i).visible = true

i=i+1