Hai letto completamente la FAQ
codice:
Private Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" (ByVal hwnd As Long, ByVal lpOperation As String, ByVal lpFile As String, ByVal lpParameters As String, ByVal lpDirectory As String, ByVal nShowCmd As Long) As Long

Sub OpenFile(hwnd As Long, File As String, Optional Operation As String = "open", Optional Param As String = "", Optional Dir As String = "")
  Call ShellExecute(hwnd, Operation, File, Param, Dir, 1)
End Sub

Private Sub Command1_Click()
  OpenFile Me.hwnd, "C:\Documenti", "open"
End Sub