Sub Find_files_with_string_save_filenames()
    Application.ScreenUpdating = False
    Dim strFolder As String, strFile As String
    Dim wdDoc As Document
    Dim DestFileNum As Long
    Dim sDestFile As String

    strFolder = GetFolder
    If strFolder = "" Then Exit Sub
    strFile = Dir(strFolder & "\*.txt", vbNormal)
    sDestFile = strFolder & "\f9.txt"

    DestFileNum = FreeFile()
    Open sDestFile For Append As DestFileNum

    While strFile <> ""
        Set wdDoc = Documents.Open(Filename:=strFolder & "\" & strFile, AddToRecentFiles:=False, ReadOnly:=True, Visible:=False)
        With wdDoc
            Application.ScreenUpdating = False
            Selection.HomeKey Unit:=wdStory 'what does this do? It starts the search from the start of the document.
            With Selection.Find
                .ClearFormatting
                .Text = "first"
                .Forward = True
                .Wrap = wdFindContinue
                .Format = False
                .MatchCase = False
                .MatchWholeWord = False
                .MatchWildcards = False
                .MatchSoundsLike = False
                .MatchAllWordForms = False
            End With
            If Selection.Find.Execute Then
                Print #DestFileNum, wdDoc.Name
            End If
            .Close SaveChanges:=False
        End With
        strFile = Dir()
    Wend
    Close #DestFileNum

    Set wdDoc = Nothing
    Application.ScreenUpdating = True
    MsgBox "Completed...", vbInformation
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

While strFile <> ""
        Set wdDoc = Documents.Open(Filename:=strFolder & "\" & strFile, AddToRecentFiles:=False, ReadOnly:=True, Visible:=False)
        With wdDoc
            Application.ScreenUpdating = False
            Selection.HomeKey Unit:=wdStory    'what does this do? It starts the search from the start of the document.
            With Selection.Find
                .ClearFormatting
                'find formatting
                .Font.Name = "Times New Roman"
                .Font.Bold = True
                .Font.Size = "12"
                
                .Text = "first"
                .Forward = True
                .Wrap = wdFindContinue
                .MatchCase = False
                .MatchWholeWord = False
                .MatchWildcards = False
                .MatchSoundsLike = False
                .MatchAllWordForms = False
            End With
            If Selection.Find.Execute Then
                Print #DestFileNum, wdDoc.Name
            End If
            .Close SaveChanges:=False
        End With
        strFile = Dir()
    Wend