I am not sure what you mean by "next file" What makes a file "a next file" ?
If you next you just meant that process all files in a folder one by one. If you want to do that then you can use the functionality of DIR
Public Sub doProcessAllFiles()
Dim sThisFilePath As String
Dim sFile As String
sThisFilePath = ThisWorkbook.Path
If (Right(sThisFilePath, 1) <> "\") Then sThisFilePath = sThisFilePath & "\"
sFile = Dir(sThisFilePath & "*.xls*")
Do While sFile <> vbNullString
MsgBox "The next file is " & sFile
sFile = Dir