I recently wrote some code to do exactly this.
I've trimmed out all of the stuff that is not important to you.
You will need to use the multiopenfiles XOP (the one you have been looking at already), pop it in the IgorExtensions folder as instructed in the installation file. Once there, the code below will work.
This will open each file, and store the filename in a wave called 'Results'.
Getting the LoadWave bit right for your text file files can be sticky sometime (I had to ask for help here).

I hope this is enough to get you going.
Jason.

#pragma rtGlobals=1		// Use modern global access method.
Function MultiLoad()
multiopenfiles
string text_string = S_filename
Make/O/T/N=(ItemsInList(text_string, ";")) text_wave
text_wave = StringFromList(p, text_string, ";")
Make/O/T/N=(numpnts(text_wave),1) Results 
For (nof=0;nof<=numpnts(text_wave)-1;nof+=1)
LoadWave/A/D/J/W/K=0/V={" "," $",0,0}/L={0,2,0,0,0}  text_wave[nof]
	Results[nof][1]=S_filename
	KillWaves/Z wave1
endfor
End Function 

If you're using Igor 6.1 or greater, we don't recommend using the XOP to do this. It's not that there is a problem with the XOP, but Igor 6.1 and greater has this functionality built in, and so it will simplify your life if you use the built in functionality.

Here is an example that's almost directly copied from the Igor help:

Function/S DoLoadMultipleFiles()
	Variable refNum
	String message = "Select one or more files"
	String outputPaths
	String fileFilters = "Data Files (*.txt,*.dat,*.csv):.txt,.dat,.csv;"
	fileFilters += "All Files:.*;"
 
	Open /D /R /MULT=1 /F=fileFilters /M=message refNum
	outputPaths = S_fileName
 
	if (strlen(outputPaths) == 0)
		Print "Cancelled"
	else
		Variable numFilesSelected = ItemsInList(outputPaths, "\r")
		Variable i
		for(i=0; i<numFilesSelected; i+=1)
			String path = StringFromList(i, outputPaths, "\r")
			Printf "%d: %s\r", i, path
			// Add commands here to load the actual waves.  An example command
			// is included below but you will need to modify it depending on how
			// the data you are loading is organized.
			//LoadWave/A/D/J/W/K=0/V={" "," $",0,0}/L={0,2,0,0,0} path
		endfor
	endif
 
	return outputPaths		// Will be empty if user canceled
End

You will have to work out a LoadWave command that works for the type of data you are trying to load. You should carefully read the command help for the LoadWave operation. I also recommend reading the help for how to load waves. You can access that by executing the following command in Igor:

DisplayHelpTopic "Loading Waves"

If you need additional help figuring out how to load your data, feel free to send an email to support@wavemetrics.com describing how you want the data to be imported into Igor and also send a sample data file. Or you can post those things here if you'd prefer.

I tried all the codes here and feel much better.
Now I can import several data files and things much easier. As you guys recommended, I read help topics and tried another code such as 'Loading All of the Files in a Folder', etc..BTW, I got an error message while compiling the sample code and couldn't figure out what was wrong. It says,
"unknown/inappropriate name or symbol

Error in Procedure:LoadAndGraphAll
result=LoadAndGraph(fileName,pathName"
with 'LoadAndGraph' highlighted.

Here's my problem. Unfortunately, I'm not 100% understanding all the codes. but for now just wanna try to combine and modify sample codes to make my work easier.

just one more quick question. To load multiple files, sample code from aclight works fine but I have more than 20 files in the folder so when the waves automatically named it's really hard to tell them. is it possible to name all the waves from file name autometically? If this issue also included in the help file let me know. I'll search them again.. Thanks again~

I kinda like plot quality and the way Igor handling plots...but the troubles I mentioned here are relatively difficult and sometimes annoying to me than Origin...but I'm keep trying to learn cause Igor definitely has some advantages for my work if I get used to it.

I have a slightly different problem - I am trying to read a file that looks something like below:

1 5
1 0 0 0 0
2 0.1 0.1 0.1 0.1
3 0.2 0.2 0.2 0.2
4 0.3 0.3 0.3 0.3
5 0.4 0.4 0.4 0.4
2 5
1 0 0 0 0
2 0.1 0.1 0.1 0.1
3 0.2 0.2 0.2 0.2
4 0.3 0.3 0.3 0.3
5 0.4 0.4 0.4 0.4
3 5
1 0 0 0 0
2 0.1 0.1 0.1 0.1
3 0.2 0.2 0.2 0.2
4 0.3 0.3 0.3 0.3
5 0.4 0.4 0.4 0.4

So I have blocks of data in 5 columns separated by a two number row which correspond to a run ID and total number of rows in the subsequent block.

In each of these blocks, first column is my x-variable and columns 2 through 5 are the y-variables. Is there a way for me to write a program to read each block separately and append the wave names of the five columns with corresponding run ID like C1_1, C2_1, C3_1, C4_1, C5_1 for the columns in the first block where as C1_2, C2_2, C3_2, C4_2, C5_2 for columns in second block? I am trying to play with /B flag of LoadWave but I didn't know how to make the N flag of columnInfoStr (where columnInfoStr is input to /B just as in Igor Help) to read a variable.

I am having trouble reading the wave names from the file name. When using:

String baseName = CleanupName(fileName,0)
LoadWave /A=$baseName

with the Open command, I get an error (wave name too long) because fileName returns the entire path to the file, not the file name only. Any way to deal with that?

Thanks!

Ahh, ParseFilePath, thanks! I was thinking that it was a list of some kind.

I don't follow what you have done entirely but . . .

You can get a list of file names in a folder using IndexedFile.

You can specify the name to be used for a wave loaded with the LoadWave operation using the /B flag. You can also specify that a column is to be skipped using /B.