Here's an alternative Win32 API version:
Code:
#include <windows.h>
#include <iostream>
using namespace std;

int main()
{
    HANDLE hFind;
    WIN32_FIND_DATA FindData;
    int ErrorCode;
    BOOL Continue = TRUE;

    cout << "A decent FindFirst/Next demo." << endl << endl;

    hFind = FindFirstFile("C:\\Directory\\*.*", &FindData);

    if(hFind == INVALID_HANDLE_VALUE)
    {
        ErrorCode = GetLastError();
        if (ErrorCode == ERROR_FILE_NOT_FOUND)
        {
            cout << "There are no files matching that path/mask\n" << endl;
        }
        else
        {
            cout << "FindFirstFile() returned error code " << ErrorCode << endl;
        }
        Continue = FALSE;
    }
    else
    {
        cout << FindData.cFileName << endl;
    }

    if (Continue)
    {
        while (FindNextFile(hFind, &FindData))
        {
            cout << FindData.cFileName << endl;
        }

        ErrorCode = GetLastError();

        if (ErrorCode == ERROR_NO_MORE_FILES)
        {
            cout << endl << "All files logged." << endl;
        }
        else
        {
            cout << "FindNextFile() returned error code " << ErrorCode << endl;
        }

        if (!FindClose(hFind))
        {
            ErrorCode = GetLastError();
            cout << "FindClose() returned error code " << ErrorCode << endl;
        }
    }

    return 0;
}