Search for file in folder backwards - vb.net

Question

So far all the examples for checking if a file is in a directory has been to get a list of files in that directory then compare your items to it. This is a lot of overload for me. I have a list of about 125 files and the directory I want to search in has 8000 files. Can someone instruct me on how to use a file with a list of file names and search a directory for each file.
Moved here from comments:
The code below works, but because it's searching through 8000 files in
a directory the code takes a long time to work. I have a document with
350 lines of file names. Instead of going through each file in the
directory for a match to one of the file names in my document. I'd
like to take my list and search the directory for that file. This way
I'm only looping 350 times instead of 8000
Here is my code.
Dim fileNames As String() = System.IO.Directory.GetFiles(imgLocation)
Dim i As Integer
statusText = "Copying Image Files"
i = 0
' Loop over the filenames retrieved
For Each fileName As String In fileNames
' Check if the files is contained or not in the request list
If GraphicList.Contains(Path.GetFileNameWithoutExtension(fileName)) Then
'Debug.Write("Filename " & fileName & vbCr)
Dim FileNameOnly = Path.GetFileName(fileName)
Dim copyTo As String
copyTo = createImgFldr & "\" & FileNameOnly
System.IO.File.Copy(fileName, copyTo, True)
' Do not write to file inside the loop, just add the fact to the list
' Debug.Write("Copy image " & FileNameOnly & vbCr)
imgFilename = (FileNameOnly) + vbCrLf
ImageCount1 = i
BackgroundWorker1.ReportProgress(100 * i / GraphicList.Count())
foundImgFiles.Add(FileNameOnly)
Else
Debug.Write("Missing " & FileNameOnly & vbCr)
notfoundImgFiles.Add(fileName)
End If
i = i + 1
Next