@anhyeuem:
What you expected may be a MRU (most-recently-used) menu, like this?
(image from Google, I'm too lazy to capture my screen )
If it's what you want, you may have 2 options to produce:
1. When you open a file, save an entry (the file path) in the Regedit. The next time your program opened, retrieve info in that storage and create the MRU menu, or
2. When open a file, save an entry in a setting file. The next time, retrieve info from that file to create your menu.
That's the idea, I think it's pretty simple, so may be a good exercise for you