Dim ext() As String = {"*.avi", "*.mpg", "*.flv", "*.wmv"}
Dim filelist As New System.Collections.Generic.List(Of String)
With My.Computer.FileSystem
    For Each file As String In .GetFiles("N:\Videos", _
        Microsoft.VisualBasic.FileIO.SearchOption.SearchAllSubDirectories, ext)
        filelist.Add(file)
    Next file
End With