You need a macro to do this. Create an Excel workbook in the folder that you want to list the files in. ALT+F11 to open the Visual Basic Editor. Insert/Module.
Then copy and paste in the following code:
Dim MyFile As String, iRow As Integer
MyFile = Dir(CurDir() & "\" & "*.*")
Do While MyFile <> ""
iRow = iRow + 1
ActiveSheet.Range("A" & iRow).Value = CurDir() & "\" & MyFile
MyFile = Dir()
ALT+F11 to exit the VBE, SAVE THE FILE, and close the workbook. Each time you open this workbook a bew sheet will be added containing the current folder listing.