I import .jpg files from a digital source into Photoshop 5.1/6 and they all need the Adjust>AutoLevels>Save>Close commands applied to them since they come from a different color space.  I have written these as an action, and now Open each image manually, then apply the action, for each one.  I tried writing the same Action incorporating the Open command into it, but it does not work. Is there a way to automate this or alter the action so that Photoshop automatically applies these commands to, say, all files in a folder, one after the other?

Edwin

In the file menu you will find Automate -> Batch...
Here you can select a folder full of files to have actions applied to it. No need for open commands or close commands since the batch program will take care of that for you. You might also enjoy the funtionality of Droplets.