step 1 -> create a loop (foreach), which will iterate for number of files you have selected, in file open dialogue box (set property Multiselect = true).
2 -> write your file reading code inside this loop, use the filename from the iteration variable of your loop.
3-> write your new file creation and writing code below the reading code (inside the loop only)
4 -> end of loop.
follow the link to see the example
http://msdn.microsoft.com/en-us/library/system.windows.forms.openfiledialog.multiselect.aspx[
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