Something like this:

Sub LoopFiles()
    Dim strDir As String, strFileName As String
    Dim wbSourceBook As Workbook
    Dim wbWriteBook As Workbook
    Dim wsWriteSheet As Worksheet

    strDir = "C:\"      'specify folder to search
    strFileName = Dir(strDir & "*.csv")

    Set wbWriteBook = Workbooks.Add

    Do While strFileName <> ""
        Set wbSourceBook = Workbooks.Open(strDir & strFileName)
        Set wsWriteSheet = wbWriteBook.Sheets.Add
        wsWriteSheet.Name = strFileName
        ThisWorkbook.Sheets(1).UsedRange.Copy wsWriteSheet.Range("A1")
        wbSourceBook.Close False
        strFileName = Dir
    Loop

End Sub

Dom