Dim f As Object
Dim varFile As Variant
Set f = Application.FileDialog(3)
With f
   .AllowMultiSelect = True 'default
   .InitialFileName = "C:\YourDefaultFolderPath\"
   .Filters.Add "All Files", "*.*"
   .Show
   For Each varFile In .SelectedItems
      MsgBox varFile
   Next
End With