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Default Open next excel file in directory and stop when no more files list

I would like to invoke a macro to open the "first" EXCEL file in a directory
(and I don't care if "first" means by alpha name, first by date, etc.), copy
the filtered data file contents to another file (file 2) and then close the
first file, then open the next file in the directory and do the same (i.e.
copy the filtered data file contents to file 2), and so.

How do I specify the "first" file in the listing and then how do I specify
"open the next file" and continue doing so until there are no more files
which have been opened?

Thanks.
 
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