| Try the code below, it was from another post, but I can't find the original anymore. It's Windows only and I haven't used it yet.
 
 
 Import "RequestMultiFile.bmx" ' or whatever you name it ;)
Local exts:String = "All Files (*.*):*;Source Files (*.bmx | *.c | *.h):bmx,c,h"
' single style
Local file:String = RequestFile( "Open Files", exts, False)
If file.Length <= 0 Then
	Print "no file selected"
Else
	Print file
EndIf
Print
' multi style
Local files:String[] = RequestMultiFile( "Open Files", exts)
If file.Length <= 0 Then
	Print "no files selected"
ElseIf files.Length = 1 Then
	Print files[0]
ElseIf files.Length > 1 Then	
	For Local i:Int = 1 Until files.Length
		Print files[0] + files[i]
	Next
EndIf 
 RequestMultiFile.bmx
 
 
 
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