That's what actions are for...
As Mylenium said, you would need an action first. Then if you have a folder full of files, you use the action in a Batch script.
The Batch Script found under Files > Automate > Batch... in Photoshop
or Dr Brown's Image Processor Pro
It's very easy to make an action.
Go to window > actions
In the actions panel, simply click the 'create a new action' button, it starts recording as soon as you've created it (when you've given it a name).
Now you can apply the changes you want to make to the images on the file you have opened.
After you've done all you need to do. You click the 'stop' button. The action is now ready to use. And you can apply the changes you made on all the other files.
Then you can continue how gener7 explained.
I usually include a save and close command, so that the whole batch doesn't end up opened after running the script.
But if you do that you have to create a new file, and save it to your computer before you start recording the action, otherwise the save command will be replaced by each file. And you'll end up with one edited file in the end. At least for as far as I know!
Thank you so much! Saved me hours of work. Cheers.