Q: How to load mx file on current notebook with double click on them I would like to load a mx file into the current notebook just by double click on it. 
In short, a have a long list of mx files, I want to load some of them and evaluate some cells of a notebook. I don't want to automatize the loading and evaluation with a file list (f.i. with a for loop), but at the same time I would like to find a quicker alternative to copy/paste the file name and then load it from a cell.
Reading Detecting double click events I think it is possible to associate the loading with a double click, but I am not familiar with event handler and I don't know how to get the file name that is pointed by the mouse).
I thought to set the "Open with" options to open the mx file with Wolfram Mathematica but it doesn't seem to work.

A: An elegant way to do one-click importing might be:
TableForm[
 With[{filename = #}, {Button["Load", Get[filename] &], FileNameTake@#}
    ] & /@ FileNames["*.mx", {"/my/directory"}]
 ]


