UserForm with a ComboBox that populates with the name of the open workbooks

clh_1496 

That code is a macro, to be copied into a standard module (the kind you create by selecting Insert > Module in the Visual Basic Editor).

Running the macro will populate the combo box, then show the userform.

As an alternative, you could create a UserForm_Initialize event procedure in the userform's module:

Private Sub UserForm_Initialize()
    Dim book As Workbook, sheet As Worksheet
    For Each book In Workbooks
        For Each sheet In book.Worksheets
            Me.ComboBox1.AddItem book.Name & "!" & sheet.Name
        Next sheet
    Next book
End Sub