Help with reprogramming Excel Macro

I have a TON of delimited text files that are all exactly the same in structure to import into Excel. If I record a macro to do it, of course it includes the name of the file to open and I can only get that one file.

Here is the code in the macro:
With ActiveSheet.QueryTables.Add(Connection:= _
"TEXT;C:Documents and Settingsglen_buckMy DocumentsAMTRUnZipped_LEAsLEA010Sch010-000.txt" _
, Destination:=Range("A1"))

How can I alter this so that I get an Open File Dialog Box and I can choose which file to open, then have the rest of the macro continue importing the data?

Thanks alot.

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