With credit to ThePhantomUpvoter whose comment is pointing you to the correct method...
You have used
.GetName
which is correctly returning the name of the folder.
If you want the filenames you need to use
.GetFiles
for example
For Each f As String In FileIO.FileSystem.GetFiles(My.Application.Info.DirectoryPath & "\Letters\test"))
ComboBox1.Items.Add(f)
Next
[Edit - OP wants just the first part of the file name - no path, no suffix]
Here is one (clunky) way of getting just the first part of the filename
For Each f As String In FileIO.FileSystem.GetFiles("c:\\develop")
Dim s() As String
s = f.Split(New Char() {".", "\\"})
ComboBox1.Items.Add(s(s.GetUpperBound(0) - 1))
Next