I'm a little confused as to your goal. "Insert a new column that contains the filename". Does that mean that you want to create a new column (field) and for each row (record) insert the filename as the value for that column? That doesn't make a lot of sense to me, but assuming that's what you want to do, just open the file, append a tab and the column name onto the first line and append a tab and the file name onto each succeeding line.