I can't give you the exact code you need, but it would be a loop with a
similar command to:
Workbooks.Open FileName:= _
"C:\Documents and Settings\USER\My Documents\theName.xls"

where theName is a filename. However;

Opening over 800 files simultaneously will surely exceed your
computer's memory spec, if not crash before you reach it.

Did you mean open and close file 1 then open and close file 2 then open
and close file 3... then file 800+ ?