Course it's possible! Many many things are possible.
Then do what sarahk suggests, only have the fields written in the URL as a querystring.
<a href="listing.php?firstFile=5&lastFile=24">Next page</a>
or whatever.
Since you're going to use filenames instead of numbers, use urlencode() on them first before putting them in the link, so that URL-unfriendly characters in the file names don' slip through and mangle the link URL.
As for the paging process, sarahk has already given pointers on a good way to go about it.