I am importing external data using the following code:

Sub Query_Test()
'
' Query_Test Macro
' Macro recorded 4/9/2008 by n1665604
'

'
With ActiveSheet.QueryTables.Add(Connection:= _
"TEXT;G:\pw587\L_Band_Status\MaxCallData\Query_Test\L_Factor_2008_01_01_statistics.txt" _
, Destination:=Range("A1"))
.Name = "L_Factor_2008_01_01_statistics"
.FieldNames = True
.RowNumbers = False
.FillAdjacentFormulas = False
.PreserveFormatting = True
.RefreshOnFileOpen = False
.RefreshStyle = xlInsertDeleteCells
.SavePassword = False
.SaveData = True
.AdjustColumnWidth = True
.RefreshPeriod = 0
.TextFilePromptOnRefresh = False
.TextFilePlatform = 437
.TextFileStartRow = 3333
.TextFileParseType = xlDelimited
.TextFileTextQualifier = xlTextQualifierNone
.TextFileConsecutiveDelimiter = True
.TextFileTabDelimiter = False
.TextFileSemicolonDelimiter = False
.TextFileCommaDelimiter = False
.TextFileSpaceDelimiter = True
.TextFileColumnDataTypes = Array(1, 1, 1, 1, 1, 1, 1)
.TextFileTrailingMinusNumbers = True
.Refresh BackgroundQuery:=False
End With

The specified directory in the code above contains files of the following format: L_Factor_yyyy_mm_dd_statistics.txt
(yyyy is the year, mm in the month, and dd is the day)

Is there a way to put this in a loop so that each time through the loop it will open the next file in the directory:

For Example:
The first time through the loop would import:
L_Factor_2008_01_01_statistics.txt

The second time through the loop would import:
L_Factor_2008_01_02_statistics.txt

.
.
.

I would want the loop to run until there are no more files left in the directory.