Sub ImportXMLData()
Application.ScreenUpdating = False
Dim strFolder As String, strFile As String
Dim xlWkBk As Workbook, xmlFile As Workbook, LastRow As Long
strFolder = GetFolder
If strFolder = "" Then Exit Sub
strFile = Dir(strFolder & "\*.xml", vbNormal)
Set xlWkBk = ThisWorkbook
While strFile <> ""
  LastRow = xlWkBk.Sheets(1).Cells.SpecialCells(xlCellTypeLastCell).Row + 1
  Set xmlFile = Workbooks.OpenXML(Filename:=strFolder & "\" & strFile)
  xmlFile.Sheets(1).UsedRange.Copy
  xlWkBk.Sheets(1).Cells(LastRow, 1).Paste
  xmlFile.Close SaveChanges:=False
  strFile = Dir()
Wend
Set xmlFile = Nothing: Set xlWkBk = Nothing
Application.ScreenUpdating = True
End Sub
 
Function GetFolder() As String
Dim oFolder As Object
GetFolder = ""
Set oFolder = CreateObject("Shell.Application").BrowseForFolder(0, "Choose a folder", 0)
If (Not oFolder Is Nothing) Then GetFolder = oFolder.Items.Item.Path
Set oFolder = Nothing
End Function