$ javac TestFilter.java 
TestFilter.java:19: non-static variable this cannot be referenced from a static context
        for(File f : file.listFiles(this.filterFiles)){
                                    ^
1 error
$ sed -i 's@this@TestFilter@g' TestFilter.java 
$ javac TestFilter.java 
$ java TestFilter
file1
file2
file3

TestFilter.java

import java.io.*;
import java.util.*;

public class TestFilter {
    private static final FileFilter filterFiles;

    // STATIC!
    static{
        filterFiles = new FileFilter() {
            // Not Static below. When static, an error:
            // "accept(java.io.File) in  cannot implement 
            // accept(java.io.File) in java.io.FileFilter; 
            // overriding method is static"
            //
            // I tried to solve by the change the problem at the bottom.

            public boolean accept(File file) {
                return file.isFile();
            }
        };
    }

   // STATIC!
    public static void main(String[] args){
        HashSet<File> files = new HashSet<File>();
        File file = new File(".");

            // IT DID NOT WORK WITH "This" but with "TestFilter".
            // Why do I get the error with "This" but not with "TestFilter"?

        for(File f : file.listFiles(TestFilter.filterFiles)){
            System.out.println(f.getName());
            files.add(f);
        }
    }
}