Workbook.open a filename with path and cell value in it

So something like this should work.

Sub IMPORTEXAMPLE()
'
' IMPORTEXAMPLE Macro
'
'
    fName = Workbooks("SPLITSEN_v1.0g.xlsm").Sheets("HS Lijst").Range("J2")
    Sheets("DATA").Select
    Workbooks.Open Filename:="O:\Splitsen\" & fName & ".xlsx"
    Cells.Select
    Selection.Copy
    Windows("SPLITSEN_v1.0g.xlsm").Activate
    Cells.Select
    ActiveSheet.Paste
    Sheets("HS lijst").Select
    Range("C4").Select
    Windows(fName & ".xlsx").Activate
    Application.CutCopyMode = False
    ActiveWindow.Close
    Application.CutCopyMode = True
    Windows("SPLITSEN_v1.0g.xlsm").Activate
End Sub

And do you really need to copy an entire worksheet ?