If once you select the desired directory you press the OK button, all the (registered to BSplayer) files in it will be added to your plylist
As an alternative, you can go in BSplayer preferances (ctrl+p), go to the Playlist section and select the option "Always add all files in current directory to playlist". This way every time you add a file to BSplayer playlist, all the files which are present in the same directory will be also added!