select multiple files at one time using single browse button

Question

I want to develope an functionality wherin user clicks on a browse button, select multiple files at a time (just like multi select OpenFileDialog) and upload those files in a database.
I am able to download multiple files using HttpFileCollection.
However my main concern is multiple file selection(upto 1000 files).
As far as I know, there is no such functionality provided by asp.net due to security reasons.
I would like to know other options available (like ActiveX) to develope such functionality and any pros and cons of such alternatives.