There's not a way to do this with the default object.

The easiest way to do it may be something like:

Code:
string lookfor = "*.txt;*.zip;*.exe";
string[] extensions = lookfor.Split(new char[] {';'});
string mydirectory = @"c:\tmp";

ArrayList myfileinfos = new ArrayList();
DirectoryInfo di = new DirectoryInfo(mydirectory);

foreach (string ext in extensions)
{
   myfileinfos.AddRange(di.GetFiles(ext));
}

FileInfo[] allfileinfo = myfileinfos.ToArray(typeof(FileInfo));
You can obviously change that around a little bit to get the desired result. Ideally you could just inherit from the class and create your own, but the DirectoryInfo class is sealed.