Here is another method from the KS forum using the Windows Clipboard and then pasting the filename:
StringSelection ss = new StringSelection(filePath);
Toolkit.getDefaultToolkit().getSystemClipboard().setContents(ss, null);
Robot robot = new Robot();
//robot.keyPress(KeyEvent.VK_ENTER);
//robot.keyRelease(KeyEvent.VK_ENTER);
robot.delay(1000); //Millisecond 1 second delay only if needed
robot.keyPress(KeyEvent.VK_CONTROL);
robot.keyPress(KeyEvent.VK_V);
robot.keyRelease(KeyEvent.VK_V);
robot.keyRelease(KeyEvent.VK_CONTROL);
robot.keyPress(KeyEvent.VK_ENTER);
robot.keyRelease(KeyEvent.VK_ENTER);