Importing Multiple CSV Files Into One Workbook

I am troubleshooting my macro that seems to cause a data shift with the Letter "F" when I import multiple CSV files into one spreadsheet. When I go outside of the macro and record a macro and import the CSV into a workbook it works perfectly fine. But there must be something in this code that is causing the shift:

VB:
Private Declare Function SetCurrentDirectoryA Lib _
"kernel32" (ByVal lpPathName As String) As Long
Public Function ChDirNet(szPath As String) As Boolean
Dim lReturn As Long
lReturn = SetCurrentDirectoryA(szPath)

[Code] ....

I have attached an excel workbook that shows how the macro imports vs. a regular import. Why "F" is causing a shift in the data.

Data.xlsx