Please use the body of your post to explain your question.

What do you mean by "next file"?

- Do you want the next open document? The hotkey for that is Ctrl+F6.
- Do you mean the next file in a folder, and if so, "next" in what sense --
alphabetically, by date, etc.?
- Something else?

What happens when you try to record a macro? Do you need to know how? See
http://word.mvps.org/FAQs/MacrosVBA/UsingRecorder.htm.

--
Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org