CFileFind

    CStringList library;
    CFileFind file;
    bool result=file.FindFile("C:\\*.jpg");
    while(result)
    {
        result= file.FindNextFile();
        //library.AddTail(file.GetFilePath());
        CString szfilename=file.GetFilePath(); //全路径
        library.AddTail(szfilename);
    }    

    CString name;
    POSITION rPos;

    rPos = library.GetHeadPosition();

    while (rPos != NULL)
    {
        name = library.GetNext(rPos);
        MessageBox(name.GetBuffer(50));
    }