Reading Data From Workbooks Without Opening Them

I would like to read data from Worbooks through VBA code and UserForm without opening them. Is it possibe?

I know I can read data from Workbooks without opening them if I write this formula directly into a Worksheet cell:

='C:Documents and SettingsUserNameDocuments[FILE_NAME.xls]Sheet1'!$A$1

The problem is it won't work for my task. I just need to analyze with UserForm Controls and For Each loops through many cells and many big Workbooks.

If I try:

Private Sub UserForm_Initialize()
Dim aaa as String
aaa = 'C:Documents and SettingsUserNameDocuments[FILE_NAME.xls]Sheet1'!$A$1
End Sub

OR

Without opening the file if I try:

With Workbooks("C:Documents and SettingsjohnMy DocumentsmProjectfilename.xls").Worksheets("sheet1")
For Each thing ...
....
Next
End With

In both cases it gives me - Compile error: Syntax error, Expected expression.

I can also say that I definately don't mistake path, workbook's or worksheet's name
------------------------

If you're not quite sure that my explanations are clear I wrote some more below:

Reasons i want this:
It's just a lot of traffic/memory to Open/Activate/Close many Workbooks/Worksheets from 10MB files for just taking one or a few values to an UserForm :->

What I do:
I'm using several Workbooks to manage data. One of them consists of the Macro code (ThisWorkbook.) and the rest of the Workbooks are just tables with data I use. On UserForm with controls such as (ComboBoxes, CommandButtons, ListBoxes, Labels etc.) I find, visualize, compare and copy just the data I need from other Workbooks to ThisWorkbook(on a new worksheet) :->

The idea of my task is:
1. I have 10 files, each of them 10-20MB with data.
2. Now, I'm making 1 file with VBA code which analyse these 10 files and displays the information in it.

The general idea is that these 10 files are well structured but have many columns and rows and it's not convinient each time I need to find 3 numbers I need to open 10MB file, scroll 5 minutes, copy/paste the numbers, close the file...i just want an UserForm with several controls to do this job

Each of these 10MB files consist of let's say about 10000 rows and 100 columns. Between these rowns and columns there's data (or empty cell). Everytime I use one of these files I need different information. So, if I use the formula you gave me, I should copy exactly the same Workbooks in one file but with formulas.

With the macro code I just go through these rows and columns and find the specific data I need with For Each loops. Everytime I need different data. With 4 ComboBoxes I just select an year, a name, a code (by rows) and another code (by columns) and I get the needful info.

This info could be in one file, could be in many files, it could be in HZ45 cell (file 1), it could be in C5 cell (file 2), the next time I would need file1,2,3,4,5 with cells GF45, J7, KK88, DR8, Y90 etc. etc. etc. So, the problem is that every time I need different information from these 10MB files, each of them consist of 10000*100 cells*10 files = 10 0000 000 cells which I have to write the formula you gave me and it will become one 100mb excel file, which is no good.