Create a work file in open VMS

As part of a CSOX project I need to create a user list of one of the software packages we use. To do this I need to create a program that:
1. Goes to the users working directory.
2. In that directory are a number of tables all with the naming convention *menu.dat.
3. Read each *menu.dat record and write that record appended by the name of the working directory and the table name to a work file.
4. Once it completes that working directory move to the next users working directory and start the process again writing the records to the same work record.

Any Ideas on how I can do this?