How about you do this without VBA as it is far easier?
Go to Insert > Object > Text from File. This will open a file dialog and you can select all the HTML files and click OK to import them all in one step.
You can record this to see what the macro might look like and build up your code from that base. You will find plenty of batch macros on this forum.
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Andrew Lockton
Chrysalis Design, Melbourne Australia
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