one click load files into a collection of sfplay~'s

Macs don't absolutely need file extensions, although most of your files will have them. If you don't see the extensions after the file names (.aif, .wav, etc.) make sure you have "Show all file extensions" checked in the Advanced tab of the Finder Preferences. (Click on the open desktop to bring the Finder application to the front. Then click on the Finder menu at the top left and select Preferences. Click the Advanced tab and check "Show all...")

If you still don't see an extension, then those files don't have one. If you absolutely know it's a WAV file or an AIF file, you can just add the suffix to the file name. You'll get a dialog asking if you really want to do that, but just click yes. Otherwise, don't worry about using an extension.

As for the path, that's a bit trickier. The easiest way is to just copy the files into the same folder as your Max/MSP patch. Then you only need to use the filename itself. If you want to have the files in some other location on a different drive, you need to do something like this:

[open Hard Drive/subfolder 1/subfolder 2/filename]

Use a forward slash (/) to separate drives and folders, and use a backslash () anytime you have a space in a path name so that Max/MSP knows that the space is part of the name and not the end of the message.

Hope that helps.