I recorded one import sequence in a macro:

Option Explicit

Sub Macro2()
'
' Macro2 Macro
' Macro recorded 12.02.2013 by Dima
'

'
    Range("A4").Select
    With ActiveSheet.QueryTables.Add(Connection:= _
        "TEXT;C:\Users\Dima\Documents\NZDUSD240.csv", Destination:=Range("A4"))
        .Name = "NZDUSD240"
        .FieldNames = True
        .RowNumbers = False
        .FillAdjacentFormulas = False
        .PreserveFormatting = True
        .RefreshOnFileOpen = False
        .RefreshStyle = xlInsertDeleteCells
        .SavePassword = False
        .SaveData = True
        .AdjustColumnWidth = True
        .RefreshPeriod = 0
        .TextFilePromptOnRefresh = False
        .TextFilePlatform = 866
        .TextFileStartRow = 1
        .TextFileParseType = xlDelimited
        .TextFileTextQualifier = xlTextQualifierDoubleQuote
        .TextFileConsecutiveDelimiter = False
        .TextFileTabDelimiter = True
        .TextFileSemicolonDelimiter = False
        .TextFileCommaDelimiter = True
        .TextFileSpaceDelimiter = False
        .TextFileColumnDataTypes = Array(4, 1, 1, 1, 1, 1)
        .TextFileTrailingMinusNumbers = True
        .Refresh BackgroundQuery:=False
    End With
End Sub
I wonder how do I made this macro import the data using the file name that is specified in a cell???