Option Explicit
Private sPath As String
Private oFs As New FileSystemObject
Private oFile As FileOpenConstants

Private Sub cmdBrowse_Click()
On Error GoTo errH
cmdDialog.CancelError = True
cmdDialog.FileName = sPath
cmdDialog.Filter = "*.*; *.* | *.*; *.*"
cmdDialog.ShowOpen
Set oFile = oFs.GetFile(cmdDialog.FileName)
ListBox.AddItem = oFile.ParentFolder
End Sub

Private Sub Form_Load()
sPath = App.Path
ListBox.AddItem sPath
End Sub

我都不知道错在哪里

试试：
Option Explicit

Private sPath As String
Private oFs As New FileSystemObject
Private oFile As FileOpenConstants

Private Sub cmdBrowse_Click()

On Error GoTo errH

cmdDialog.CancelError = True
cmdDialog.Filter = "*.*"
cmdDialog.ShowOpen

Listbox.AddItem oFs.GetParentFolderName(cmdDialog.FileName)

ProcExit:
Exit Sub

errH:
MsgBox Err.Description
Resume ProcExit

End Sub

Private Sub Form_Load()
sPath = App.Path
Listbox.AddItem sPath

End Sub

加载文件列表里的文件类型.*.*表示任意类型的任意文件

试试：
Option Explicit
Private sPath As String
Private oFs As New FileSystemObject
Private oFile As FileOpenConstants

Private Sub cmdBrowse_Click()
On Error GoTo errH
cmdDialog.CancelError = True
cmdDialog.FileName = sPath
cmdDialog.Filter = "*.*|*.*"
cmdDialog.ShowOpen
Set oFile = oFs.GetFile(cmdDialog.FileName)
ListBox.AddItem = oFile.ParentFolder
End Sub

Private Sub Form_Load()
sPath = App.Path
ListBox.AddItem sPath
End Sub