Dim ioDirectory As New IO.DirectoryInfo("c:\path\to\your\directory")
Dim ioFiles As IO.FileInfo() = Directory.GetFiles("*.*") 'or maybe *.txt for text files
Dim ioFile As IO.FileInfo

For Each ioFile In ioFiles
   MsgBox(ioFile.Name)
Next

Public Class Form1
  Dim myFiles() As String

  Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
    ' Run this once.
    myFiles = System.IO.Directory.GetFiles("C:\", "*.*")  ' Apply your own folder path 
  End Sub

  Private Sub Button2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button2.Click
    Dim R As New System.Random
    Dim index As Integer

    ' Point to different elements of the myfiles array
    index = R.Next(myFiles.Length - 1)
    MessageBox.Show(myFiles(index))
  End Sub
End Class