Как получить список файлов определенных типов

        Dim Graph As String = "Изображения|*.jpg;*.png;*.gif;*.png"
        Dim Sound As String = "Звук|*.mp3;*.wav;*.ogg;*.mid"
        Dim Docs As String = "Документы|*.doc?;*.xls?;*.odt;*.txt"
        Dim OFD As New OpenFileDialog With {.Filter = Graph & "|" & Sound & "|" & Docs, .Multiselect = True}
        If OFD.ShowDialog = Windows.Forms.DialogResult.OK Then
            For Each File As String In OFD.FileNames
                MsgBox(File)
            Next
        End If

Dim list As New List(Of FileInfo)
        Dim dir As New DirectoryInfo("C:\Test")
        list.AddRange(dir.GetFiles)
        For Each f In list
            If CheckedListBox1.CheckedItems.Contains(f.Extension) Then
                ListBox1.Items.Add(f.FullName)
            End If
        Next

    Function ListFiles(ByVal FolderPath As String, ByVal Extensions() As String) As List(Of String)
        Dim Files As New List(Of String)
        For Each Ext As String In Extensions
            Files.AddRange(IO.Directory.GetFiles(FolderPath, "*." & Ext, IO.SearchOption.AllDirectories))
        Next
        Return Files
    End Function

ListBox1.Items.AddRange(ListFiles("C:\NewFolder", New String() {"doc", "pdf", "png", "txt"}).ToArray)

listBox1.Sorted = true

Dim Lis As New List(Of string)
Lis.Sort("тут по-моему можно написать свою функцию сортировки"())

Private Sub Button1_Click(sender As System.Object, e As System.EventArgs) Handles Button1.Click
    Dim ss() As String = File.ReadAllLines("data.txt") 'исходный список
    Dim ss2(ss.Length - 1) As String
    Dim rf(ss.Length - 1) As Reform
    For i = 0 To ss.Length - 1
        ListBox1.Items.Add(ss(i))
        rf(i) = New Reform(ss(i))
        ss2(i) = rf(i).Cod
    Next
    Array.Sort(ss2, rf)
    For i = 0 To ss.Length - 1
        ss(i) = rf(i).Input
    Next
    ListBox2.DataSource = ss
End Sub
'…
Public Class Reform
    Public Sub New(ByVal s As String)
        _Input = s
    End Sub
    Public Property Input As String
    Public ReadOnly Property Cod As String
        Get
            _Input = _Input.ToLower()
            Dim str As String = _Input.Replace(""c, "0"c)
            str = str.Replace("-"c, "0"c)
            str = str.Substring(0, str.Length - 4)
            Return str.PadLeft(20, "0"c)
        End Get
    End Property
End Class