<p>I want a way to list files in a directory and putting a check box beside each one of them so I can select some of them and perform operations with each selected file, what's the best way to do this?</p>

You can use checked list box control which is built-in winforms control (see links below):
http://www.functionx.com/vcsharp/controls/checkedlistbox1.htm
http://msdn.microsoft.com/en-us/library/3ss05xx6.aspx