Normally if you are "choosing" an input file, you are using uigetfile(). That has two outputs, the file name and the file directory. You would use fullfile() to create the complete file name of the file to be read, and you would use fullfile() with the same directory and a different name to create the file name to write to.
If you have a lot of files to process you may wish to use the uigetfile() 'Multiselelect' 'on' option. When you use that, the file name output is a cell array of strings and the directory name output is a single string. You would then loop through all of the entries in the cell array of strings doing the same as above.
Alternately you may wish to process everything in a particular directory. You can use uigetdir() to have the user select a directory name. After that... http://matlab.wikia.com/wiki/FAQ#How_can_I_process_a_sequence_of_files.3F
