open folder files from application server

Hi Friends..

In application server one folder having lot of files..

For ex..

c:\usr\xxx\yyy\1.aud

2.aud

3.aud

etc etc...

i need to open all the aud files one by one..How can i do that..

if one files means no problem

in open dataset we directly give the file name along their path..

so if anyone know the solution revert to me ASAP..its very urgent

Thanks

Shankar