Your code is fine (beside some issues with indentation). I just added the instruction to get the creation date from the file system, as you can see below:
Set FSO = CreateObject("Scripting.FileSystemObject")
For i = 1 To lr
ThisEntry = Cells(i, 1)
'-- EXTRACT FOLDER PATH AND FILE NAME FROM STRING
For j = Len(ThisEntry) To 1 Step -1
If Mid(ThisEntry, j, 1) = Application.PathSeparator Then
Cells(i, 2) = Left(ThisEntry, j)
Cells(i, 3) = Mid(ThisEntry, j + 1)
Cells(i, 4) = FSO.GetFile(ThisEntry).DateCreated
Exit For
End If
Next j
Next i
I don't know why you weren't able to use the FSO object, but I believe it can be because few lines below you set it to nothing, so I instantiated it again before the first For cycle:
Set FSO = CreateObject("Scripting.FileSystemObject")
Hope this helps, The Macro Guru