Dim strFile As String
strFile = "C:\Users\BK\Desktop\DATA.txt"
With Application.FileDialog(msoFileDialogFilePicker)
  .AllowMultiSelect = False
  .Show
  If .SelectedItems.Count = 1 Then
    strFile = .SelectedItems(1)
  Else
    MsgBox "No file selected", vbExclamation
    Exit Sub
  End If
End If
'IMPORT the file from desktop (DATA.txt)
    With ActiveSheet.QueryTables.Add(Connection:= _
        "TEXT;" & strFile, Destination:=Range("$A$1"))
     ...