To save you copying the filenames in here's a macro
Sub ListFiles()
'Before you run these macros, open a new worksheet and select the cell of the range _
into which you want the file names to be placed. To list different file types, you must _
modify the sample macros by changing the argument in the Dir() function. _
To return all Microsoft Excel add-in macros, replace "*.XLS" with "*.XLA," and so on. _
The specified directory can be any valid directory. To search a different folder, change directory to the folder containing your Excel workbook files or you could add an inputbox to make it more interactive.
F = Dir("g:\*.xl*"

'
Do While Len(F) > 0
ActiveCell.formula = F
ActiveCell.Offset(1, 0).Select 'By Columns
'ActiveCell.Offset(0, 1).Select 'By Rows
F = Dir()
Loop
End Sub
HTH