There are a couple ways I have done it. Most all the time I simply use the DOS dir command (obvioulsy Windows, I suppose Mac has the same facility).
Once I have changed to the proper directory (or know the path otherwise),
dir /b /on > dir.txt
Will produce a text file formatted thus:
The "/on" switch is to sort by name.
I then simply copy or type in the path in my text editor's find/replace dialog, search for the end of paragraph marker, replace that marker with another paragraph marker followed with the path. Hit change all, and I end up with this:
Or that part can be done in Excel as well. Then I copy the text file to the clipboard, paste it into the proper column.
There is another way, and that is to use some code in Excel that opens a dialog and builds a sheet. I have never altered the code, but I got it from here:
Pulls in more info than I want. Might alter it one day, but the dir command is pretty fast.
Easiest way I know is a script by Loic Aigon called imagestocsv.jsx - can be found on this indesignsecrets.com post: http://indesignsecrets.com/import-folder-full-pictures-page.php - just run the script and navigate to the folder that contains the pictures - voila, a text file that contains texts fields of the filename both as text and link location.