I take it that you mean if the user cancels instead of actually selecting a
file.
The following is straight out of VBA help for Excel 2007 and might help.
Note that it does not open the file, you need to do that with a separate
open statement.
Sub Test_File_Select()
Dim fd As FileDialog
Dim vrtSelectedItem As Variant
Set fd = Application.FileDialog(msoFileDialogOpen)
With fd
'Limit user to select single file.
'Note use Ctrl key to multiselect if true
.AllowMultiSelect = False
'Use the Show method to display the File Picker _
'dialog box and return the user's action.
'If the user presses the button...
If .Show = -1 Then
'Step through each string in the _
'FileDialogSelectedItems collection.
For Each vrtSelectedItem In .SelectedItems
'vrtSelectedItem is aString that contains _
'the path of each selected item.
'You can use any file I/O functions that _
'you want to work with this path.
'This example displays the path in a _
message box.
MsgBox "Selected item's path: " & vrtSelectedItem
Next
Else
MsgBox "User pressed cancel"
End If
End With
End Sub