How do you import multiple files?

I am writing a web application, and am looking for a way to allow a user to select multiple files from their machine that will be uploaded to the server.  I have noticed most people just use multiple instances of the File Field Control, and make the user select each file individually.  However, in my application I don't want the user to have to do that, because they are probably going to be uploading an average of 50 at a time.

Is there any way to allow a client to select multiple files to upload in one control, without them having to select each file individually, and without buying a third party component