Imported file name as SHEET TITLE

Hello,
I have this VBA code that I partially recorded. Firstly it asks files to be imported and then puts each file into separate sheet.

But how to get the currently connected file's name?
I would like that each sheet has the file's name as title.

For example if I import files: test1.csv, test2.csv, test3.csv
Then I would like to have sheet names: test1, test2, test3

To change sheet name, there is code:
ActiveSheet.Name = "New Name"

Here is my VBA code:

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not working, throws error

At the moment (without renaming) it names the sheets like: Sheet1, Sheet2, Sheet3 ....
But I would like the sheet names to be: test1, test2, datafile3, newdata, ...etc based on imported file name.