How about just getting the filename into a cell on the worksheet, then you can
use the worksheet function =hyperlink().

=hyperlink(a1)
or
=hyperlink("file:////" & a1)
or
=hyperlink("File:////" & "C:\my documents\pdffiles\ " & a1)
or
=hyperlink("File:////" & "C:\my documents\pdffiles\ " & a1 & ".pdf")

depending on what you put in A1.

Paul,

My Excel add-in "List Files" could help...
You select any folder or directory from a provided dialog box.
Folders and files are then listed on a new worksheet.
Files in sub-folders are listed if requested.
Specific file types (or names) only can be listed. (*.pdf, *.wav, etc)
The file name, size, date and type go on the list.
Each file name on the list is hyperlinked.
All arranged in columns and rows that can be sorted.
Any of the hyperlinked file names can be copied and pasted
into another sheet.
Comes with a one page Word.doc install/use file.
Available - free - upon direct request.
Remove xxx from my email address

Regards,
Jim Cone
San Francisco, USA
jim.coneXXX@rcn.comXXX

Hi,
What I want to do is to click a file in Windows Explorer and then drag
and drop it into a cell of an opened Excel file to create a hyperlink
to this file (i.e. later on if the linked file is a PDF file and if I
click the link, it will open the file in Adobe Reader. Of course, it
does not work in the way as I thought. Instead, Excel reads the file
into a worksheet. I wonder whether anyone has an idea how to achieve
this. It is just too tedious to use Insert -> Hyperlink to create the
link if there are many files to be linked. Thanks for any suggestion.
Paul.